19 December 2025 | Events, News
The conference of the BNP Paribas Chair Futures of Quantitative Finance will gather international speakers, PhD and postdoc students, and will be concluded by an M2MO alumni meeting. It will take place at the amphithéâtre Buffon of Université Paris Cité, 75013 Paris,...
19 December 2025 | Seminar Futures of quantitative finance
Talk by Alexandre Alouadi, BNP Global Markets, CIFRE PhD Title : LightSBB-M: Bridging Schrodinger and Bass for Generative Modeling Abstract: The Schrodinger Bridge and Bass (SBB) formulation, which jointly controls drift and volatility, is an established extension of...
19 December 2025 | Seminar Futures of quantitative finance
By Samuel Drapeau, Professor Shanghai Jiao Tong University Title: Utilization of Transformers for Time Series Modeling Abstract: Purely Markovian or recurrent models often fail to capture the complex, non-linear dependencies inherent in many financial time series,...
19 December 2025 | Seminar Futures of quantitative finance
Tak by Ivan Guo, Professor Monash University Melbourne Title: Robust pricing-hedging duality for American options Abstract: The field of robust finance is about studying and mitigating model uncertainty. The robust price of a derivative is the maximal...
19 December 2025 | Events, News, Seminar Futures of quantitative finance
Talk by Benjamin Jourdain, Professor Ecole nationale des ponts et chaussées Title: The implied volatility surface also is path-dependent Abstract: We propose a new model for the forecasting of both the implied volatility surfaces and the underlying asset price....
