Bloomberg Quant (BBQ) Seminar Series – November 2024
In this seminar chaired by Bruno Dupire, Christa Cuchiero , will present the keynote, followed by “lightning talks” of 5 minutes each in quick succession.
5:30 PM
Keynote Speaker: Christa Cuchiero
Vienna University, Signature Methods in Finance
TBD
6:30 PM
Lightning Talks
- Amal Moussa | Goldman Sachs
When the Micro World Became Macro
- ShengQuan Zhou | Bloomberg
Optimal discrete hedge
- Paul D. Miller | TBD
TBD
- Frederic Siboulet | New York University
LLMs, myth and reality, building the AI world
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.