Webinar

Bloomberg Quant (BBQ) Seminar Series – BBQ Turns 10%21

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Please join us virtually to celebrate the Bloomberg Quant (BBQ) Seminar Series' 10th Anniversary on Wednesday, January 25, 2023 from 5:30 - 7:00 pm EST. In this seminar chaired by Bruno Dupire, Global Head of Quantitative Research, CTO Office at Bloomberg, he will present the keynote, followed by “lightning talks” of 5 minutes each in quick succession.

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.

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