Stefano De Marco

Professor at Ecole Polytechnique

Speaker

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.