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6 - 9 December 2021
Hotel ArtsBarcelona

Stefano De Marco
Assistant Professor in Applied Mathematics at Ecole Polytechnique


Stefano De Marco is Associate 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 a member of the steering committee of the Chaire Stress Test, a joint research project between Ecole Polytechnique and BNP Paribas, and he has taken part in the works of the Chaire Risques Financiers, a joint research project between Ecole Polytechnique and Société Générale. His research focuses on risk management problems for options, volatility modeling and Monte Carlo methods.

Agenda Sessions

  • Local volatility under rough volatility