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Pierre Henry-Labordere
Quant, Global Markets Quantitative Research at Société Générale

Profile

Pierre Henry-Labordere works in the Global Markets Quantitative Research team at Société Générale. Pierre is also associate Professor at Ecole Polytechnique. He was the recipient of the 2013 Quant of the Year award from Risk magazine.

Agenda Sessions

  • Workshop leader’s opening remarks

    09:00
  • The Particle Method For Smile Calibration

    09:05
  • Stochastic Control Techniques And Applications

    11:00
  • Machine Learning Techniques For Option Pricing

    13:30
  • Model-Free Bounds For Option Prices

    15:30
  • Workshop leader's closing remarks

    17:00