Workshop Futures of Quantitative Finance, Paris, Jan 22, 2026

Workshop Futures of Quantitative Finance, Paris, Jan 22, 2026

The workshop of the Chair Futures of Quantitative Finance, on Thursday Jan 22, 2026, will gather international speakers, PhD and postdoc students, and be concluded by an M2MO alumni meeting, all held at amphithéâtre Buffon of Université Paris Cité, 75013...
Workshop Futures of Quantitative Finance, Paris, Jan 22, 2026

Futures of Quantitative Seminar, May 28, 2025

Talk by Eduardo Abi Jaber, Assistant Professor Ecole Polytechnique Title: Volatility dynamics and memory: from the Quintic model to Signatures Abstract: We introduce the Quintic Ornstein-Uhlenbeck model, designed for the joint calibration of SPX and VIX options. The...
Journée modèles génératifs, 24 mai 2024, BNP-PAR

Journée modèles génératifs, 24 mai 2024, BNP-PAR

Journée Modèles génératifs vendredi 24 mai 2024, Paris, Maison Dorée, 20 Boulevard des Italiens, 75009 Paris, Salle Montmartre 6th floor. Programme: 9h-9h30: accueil 9h30-10h: H. Pham, A comparative survey of some generative models for time series 10h15-11h: Laurent...