Events
Futures of Quantitative Finance Conference, Paris, Jan 22, 2026
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,...
Futures of Quantitative Seminar, December 17, 2025
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...
Futures of Quantitative Seminar, November 26, 2025
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,...
Futures of Quantitative Seminar, October 14, 2025
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...
Futures of Quantitative Seminar, September 24, 2025
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....
Futures of Quantitative Seminar, April 30, 2025
Talk by Olivier Guéant, Professor Université Paris 1 Panthéon Sorbonne Title: From Theoretical Results to Real-World Applications in Bonds, FX, Commodities and Cryptocurrencies: An Overview on Market Making Models Abstract: Since the foundational work of Ho and Stoll,...
Futures of Quantitative Seminar, April 9, 2025
Talk by Jules Delemotte, PhD student at CMAP, Ecole Polytechnique Title: Smile dynamics and rough volatility Abstract: We investigate the dynamic properties of various stochastic, and notably rough, volatility models, with an emphasis on the dynamics of implied...
Futures of Quantitative Seminar, March 5, 2025
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...