Shaun LiQuantitative Strategist at Morgan StanleySpeaker
Profile
Shaun Li is a quantitative strategist at Morgan Stanley in Paris. His research spans volatility modelling, derivative pricing, functional quantization, and machine learning. He has a PhD in mathematical finance from Université Paris 1 Panthéon-Sorbonne, supervised by Professor Eduardo Abi Jaber (École Polytechnique).
Originally from New Zealand, Shaun also holds a bachelor’s degree in music.
Agenda Sessions
Quintic OU model: joint SPX/VIX calibration & SSR smile dynamics
, 10:20View Session