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Peter Austing
Quantitative Researcher at Eisler Capital


Peter Austing is a quantitative researcher at Eisler Capital and the author of Smile Pricing Explained. He has held senior roles at a number of investment banks and hedge funds, and his main research interests are in exotic derivatives pricing and volatility relative value.

Agenda Sessions

  • One Step Forwards, One Step Back: Exact PDE Solvers and Stable Trees