31 July 2025 | News, Seminar Futures of quantitative finance
The workshop 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, on...
5 February 2025 | News, Seminar Futures of quantitative finance
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 | News, Seminar Futures of quantitative finance
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...
