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Quantitative Regulation

Analytics and Models for Regulation at CMAP – École Polytechnique

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Mathieu Rosenbaum and Jim Gatheral won Quant of the Year – Risk Awards 2021
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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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Category: Interviews

Interview (Mathieu) with L’Echo

Nous voulons changer la philosophie de la régulation financière

Posted on 2018-06-17Categories Interviews

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