Webinar

Bloomberg Quant (BBQ) Seminar Series – May 2023

This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.

Please register to join us virtually from 5:30 - 7:00 PM for the Bloomberg Quant (BBQ) Seminar Series, streamed live from our Bloomberg Park Avenue office. A link to the webcast will be emailed to you immediately upon registration. 

 In this seminar chaired by Bruno Dupire, Nassim Nicholas Taleb, Researcher and Scholar of Risk and Probability, will present the keynote, followed by “lightning talks” of 5 minutes each in quick succession. 

5:30 PM
Keynote: Nassim Nicholas Taleb

Researcher and Scholar of Risk and Probability

Some Practical Problems in Probability

In a survival function, under fat tails, errors on probability translate into disproportionately large, possibly infiinite, errors on threshold. The same applies to errors on growth rates for diseases, as well as academic papers on forecasting.

Discussion of fundamental technical errors in psychology papers with respect to probability.

Fooled by correlation and relative distances in the geometry of information. We propose heuristics for the application of entropy methods for genetic distances.

6:30 PM
Lightning Talks

Elias Bareinboim | Columbia University
Causal Data Science 

Aakriti Mittal | Bloomberg
Diffusion Models in AI

Revant Nayar | FMI Technologies
From Black Scholes to Black Holes

ShengQuan Zhou | Bloomberg
Understanding VIX1D, the New 1-Day VIX

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.

Nassim Nicholas Taleb

Researcher and Scholar of Risk and Probability

Nassim Nicholas Taleb was an option arbitrage trader for more than two decades, closing more than half a million option transactions, before becoming a researcher and scholar of risk and probability. He is the author of Dynamic Hedging: Managing Vanilla and Exotic Options (Wiley 1997), which bridges the gap between theory and practice, as well as Statistical Consequences of Fat Tails (STEM 2020), on how to adapt statistical methods to handle nonGaussian distributions. Taleb spent 12 years at Tandon as distinguished professor of risk engineering and published more than 70 technical papers related to applied probability. His nontechnical work, grouped in the Incerto (which includes The Black Swan and Antifragile, etc.) is published in 49 languages.

Access a broad range of analysis, research, insight and actionable ideas with Bloomberg webinars.