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Quantitative Regulation

Quantitative Regulation

Analytics and Models for Regulation at CMAP – École Polytechnique

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    • Charles-Albert Lehalle
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    • Omar El Euch
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Recent Posts

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  • Mathieu Rosenbaum and Jim Gatheral won Quant of the Year – Risk Awards 2021
  • Bastien Baldacci and Iuliia Manziuk win Rising Star in Quant Finance – Risk Awards 2021
  • New papers – 2nd half of 2020
  • A note on Almgren-Chriss optimal execution problem with geometric Brownian motion

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  • Solving the enigma of volatility smiles – Quantitative Regulation on The quadratic rough Heston model and the joint S&P 500/Vix smile calibration problem

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Bastien Baldacci and Iuliia Manziuk win Rising Star in Quant Finance – Risk Awards 2021

Rising stars in quant finance: Iuliia Manziuk and Bastien Baldacci

Posted on 2021-02-012021-02-01Author adminCategories Events

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