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QuantMinds International

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7 - 10 November, 2022
W Barcelona

Sébastien Bossu
Professor of Finance at Worcester Polytechnic Institute

Profile

Sébastien Bossu is currently a Visiting Professor of Finance at WPI Business School, having just earned his Ph.D. in Quantitative Finance at Université Paris-Saclay under the guidance of Peter Carr, Stéphane Crépey and Andrew Papanicolaou. He has been principal at his startup investment and consulting company in New York City since 2011. He also served as an Adjunct Professor of Finance at Fordham University, Pace University, and most recently at NYU Courant and Johns Hopkins Carey Business School.

Prior to moving to the U.S., Sébastien was a Director and Head of the Equity Derivatives Structuring team at Dresdner Kleinwort (now Commerzbank) in London, an Associate at J.P. Morgan in London, and a Jr. Trader at Goldman Sachs in Paris. He has written two textbooks on Equity Derivatives and several industry and academic articles in his field. Sébastien is a graduate from The University of Chicago, HEC Paris, Columbia University and Sorbonne Université (fmr. Pierre-et-Marie-Curie).

Agenda Sessions

  • (In Memoriam) Generalizations of the Carr-Madan spanning formula

    11:40