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Sander Willems
Quantitative Analyst at NatWest Markets


Dr Sander Willems is a Quantitative Analyst in the Pricing Model Risk team at NatWest Markets in London, where he focuses on interest rate derivatives pricing models. Sander holds a Ph.D. in Mathematical Finance from the Swiss Federal Institute of Technology in Lausanne (EPFL), where he was also affiliated with the Swiss Finance Institute. His research on derivative pricing has been published in peer reviewed journals such as Quantitative Finance and the SIAM Journal on Financial Mathematics. Prior to his doctoral studies, Sander received a Master of Science in Mathematics from Ghent University and an Advanced Master in Quantitative Finance from Solvay Brussels School of Economics and Management (ULB).

Agenda Sessions

  • A Lognormal Type Stochastic Volatility Model With Quadratic Drift


Speakers at this event