Bloomberg Quant (BBQ) Seminar Series – February 2023

Dilip B. Madan

Professor Emeritus

Robert H. Smith School of Business, University of Maryland

Dilip Madan is Professor Emeritus of Mathematical Finance at the Robert H. Smith School of Business, University of Maryland. Currently he serves as a consultant to Morgan Stanley, and Norges Bank Investment Management. He is a founding member and Past President of the Bachelier Finance Society. He received the 2006 von Humboldt award in applied mathematics, was the 2007 Risk Magazine Quant of the year, received the 2008 Medal for Science from the University of Bologna, held the 2010 Eurandom Chair, was inducted into the Circle of Discovery of the College of Computer, Mathematical and Natural Sciences in 2014, and is the IAQF Financial Engineer of the Year 2021. He has published over 200 papers and serves on the Advisory Board of Frontiers of Mathematical Finance and as a Director of the Scientific Association of Mathematical Finance.

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.