Òscar Burés

PhD Student at University of Barcelona

Speaker

Òscar Burés holds a BSc in Mathematics and an MSc in Advanced Mathematics from the University of Barcelona, where he is currently a PhD student in the Department of Economic, Financial and Actuarial Mathematics.

His research focuses on the application of Malliavin calculus and stochastic analysis to mathematical finance, with particular emphasis on stochastic volatility and jump-diffusion models. His research combines theoretical and computational methods for option pricing, implied volatility analysis and model calibration and identification.

He conducts his research under the supervision of Elisa Alòs and Josep Vives.