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 | 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....
5 February 2025 | Events, News
Talk by Marius Chevallier (PhD student, CMAP and Société Générale) Title: An Optimal Transport approach to arbitrage correction: Application to volatility Stress-Tests Abstract: We present a method based on optimal transport to remove arbitrage opportunities within a...
30 December 2024 | Events, News
Mini course by Gilles Pagès (LPSM): “Functional convex order and applications to Finance” Convex order between two integrable vectors U and V having values in R^d is defined by IE f(U) <= IE f(V) for every convex function f: R^d –> R (with some...
