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QuantMinds International
18 - 21 November 2024
InterContinental O2London

Stefano De Marco
Professor at Ecole Polytechnique
Speaker

Profile

Stefano De Marco is Professor in Probability and Mathematical Finance at Ecole polytechnique, Paris. He owns a PhD in applied mathematics from Scuola Normale Superiore di Pisa and Université Paris-Est. He is the academic director of the 1st year of the MScT Data & Finance, jointly organised by Ecole Polytechnique and HEC Paris. He is in charge of the Chaire Deep finance and statistics, a joint research program with Qube R&T, and he is a member of the steering committee of the Chaire Risques Financiers, a joint research program with Société Générale. His research activity focuses on risk management problems for options, volatility modeling, optimal transport for quantitative finance, numerical probability and Monte Carlo methods.

Agenda Sessions

  • Smile dynamics and rough volatility

    11:40