Category: People
Mathieu Rosenbaum – 2020 Louis Bachelier Prize Winner
From the announcement:
The 2020 Louis Bachelier Prize is awarded to Professor Mathieu Rosenbaum (École Polytechnique, Paris).
Professor Rosenbaum is internationally recognised as one of the foremost experts in stochastic modelling in finance. Rosenbaum’s research, focused on stochastic processes and their applications in finance, impresses through the breadth of topics it has covered and the depth of results obtained on each topic. His research spans theoretical topics in probability and statistics as well as market microstructure, statistical modelling of high frequency financial data and volatility modelling. His highly visible international profile and remarkable scientific achievements make him an excellent candidate for the 2020 Louis Bachelier Prize.
Thesis defence – Othmane Mounjid
Yesterday (19-Dec) Othmane Mounjid presented his thesis in Paris.
Pictures:
Congratulation to Dr Mounjid! Please check his research on his personal page.
Mathieu Rosenbaum interviewed by Risk.net (Quantcast)
Risk.net has a podcast where the main quants are interviewed; appropriately, its name is Quantcast. Recently Mathieu Rosenbaum was interviewed and discussed the paper Roughening Heston (also published at Risk.net):
Bachelier Finance Society Junior Scholar Award – 2018 Winners
Eduardo Abi Jaber and Omar El Euch won the 2018 Bachelier Finance Society Junior Scholar Award for their paper “Multi-factor approximation of rough volatility models”. Congratulations for both!