PRESENTATION
The chair Futures of Quantitative Finance is a partnership between LPSM at Université Paris Cité, CERMICS at École nationale des ponts et chaussées, and BNP Paribas Global Markets. It was launched in March 2023 and is led by Julien Guyon, professor at École nationale des ponts et chaussées, and Stéphane Crépey (succeeding Huyên Pham since July 2024), professor at Université Paris Cité.
The chair engages in cutting edge research in all areas of modern quantitative finance and market risk modelling. It is a joint effort, with academic leaders from some of the best research institutions, and professional experts from an industry leader in financial derivatives, offering a unique combination of world class expertise on the subject.