Bloomberg Quant (BBQ) Seminar Series – April 2023
In this seminar chaired by Bruno Dupire, Hélyette Geman, Director, Commodity Finance Centre, Birkbeck-University of London and Ralph O'Connors Sustainable Energy Institute, Johns Hopkins University, will present the keynote, followed by “lightning talks” of 5 minutes each in quick succession.
5:30 PM
Keynote
Some topics on Climate Change: Critical Metals for Batteries and EVs and 'Critical Trading'; Electrolysers for Green Ammonia, Bunker Fuels and Agriculture.
Abstract - The first part of the talk will discuss the metals/minerals which play a key role in Energy Transition and recent wrongdoings in their markets. The second part will look at the production, through Electrolysis and Renewables, of Ammonia, and in turn to Green Shipping Fuels and Agriculture.
6:30 PM
Lightning Talks
• Aneesh Subramanya | Baruch College
Winning the RITC options trading competition
• Achintya Gopal | Bloomberg
Normalizing flows II
• Minh Trinh | Rodeo AI
Storytelling in the age of Artificial Intelligence
• Lily Gu | Bloomberg
The term structure of cryptos
Speakers
Bruno Dupire
Global Head of Quantitative Research, CTO Office
Bloomberg
Bruno Dupire is the Global Head of Quantitative Research, CTO Office at Bloomberg, which he joined in 2004. Prior to this assignment in New York, he has headed the Derivatives Research teams at Société Générale, Paribas Capital Markets and Nikko Financial Products where he was a Managing Director. He is best known for having pioneered the widely used Local Volatility model (simplest extension of the Black-Scholes-Merton model to fit all option prices) in 1993 and the Functional Itô Calculus (framework for path dependency) in 2009. He is a Fellow and Adjunct Professor at NYU and he is in the Risk magazine “Hall of Fame”. He is the recipient of the 2006 “Cutting edge research” award of Wilmott Magazine and of the Risk Magazine “Lifetime Achievement” award for 2008. He runs and organizes the Bloomberg Quant (BBQ) seminar, the largest monthly event of this kind.
Hélyette Geman
Director, Commodity Finance Centre, Birkbeck-University of London
Ralph O'Connors Sustainable Energy Institute, Johns Hopkins University
Hélyette Geman is a Graduate of Ecole Normale Superieure in Mathematics and holds PhDs in Probability and Finance and a Masters' degree in Theoretical Physics.
She has published more than 100 papers in Quantitative Finance; her book 'Commodities and Commodity Derivatives' is the reference in the field.
Hélyette Geman has taught in a number of prestigious Institutions worldwide and consulted for trading entities such as Louis Dreyfus, EDF Trading or Total Gas & Power.
She will be named on April 26 'Financial Engineer of the Year 2022' by the International Association for Quantitative Finance.