|
Bruno Dupire
Bruno Dupire (born 1958) is a researcher and lecturer in quantitative finance. He is currently Head of Quantitative Research at Bloomberg LP. He is best known for his contributions to local volatility modeling and Functional Itô Calculus. He is also an Instructor at New York University since 2005, in the Courant Master of Science Program in Mathematics in Finance. Early life and education Dupire is an alumnus of École normale supérieure Paris-Saclay. He received a master's degree in artificial intelligence from the Pierre and Marie Curie University and his Ph.D. in numerical analysis from the Pontifical Catholic University of Rio de Janeiro. Local volatility Dupire is best known for showing how to derive a local volatility model consistent with a surface of option prices across strikes and maturities, establishing the so-called Dupire's approach to local volatility for modeling the volatility smile. The Dupire equation is a partial differential equation (PDE) that links the con ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Quantitative Finance
Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling of financial markets. In general, there exist two separate branches of finance that require advanced quantitative techniques: derivatives pricing on the one hand, and risk and portfolio management on the other. Mathematical finance overlaps heavily with the fields of computational finance and financial engineering Financial engineering is a multidisciplinary field involving financial theory, methods of engineering, tools of mathematics and the practice of programming. It has also been defined as the application of technical methods, especially from mathema .... The latter focuses on applications and modeling, often by help of stochastic asset models, while the former focuses, in addition to analysis, on building tools of implementation for the models. Also related is quantitative investing, which relies on statistical and nu ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Risk (magazine)
''Risk'' magazine provides news and analysis covering the financial industry, with a particular focus on risk management, derivatives and complex finance. It includes articles and papers on credit risk, market risk, risk systems, swap option pricing, derivatives risk and pricing, regulation and asset management. Articles include news, features, comment, analysis and mathematical papers. Risk has a tradition of covers featuring pieces of abstract modern art. The magazine was founded by Peter Field in 1987. It was owned by Risk Waters Group, then acquired by Incisive Media, and is now owned by Infopro Digital. Editors include: Tom Osborn, Philip Alexander, Lukas Becker, Rob Mannix and Mauro Cesa, with Duncan Wood as Editor-in-Chief. Energy Risk — a sister title that covers energy trading and risk management — was spun off in 1994. Risk magazine has another sister publication – Asia Risk – focusing on the Asia-Pacific region. Risk also runs industry-specific events, inc ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
University Of Paris Alumni
A university () is an institution of higher (or tertiary) education and research which awards academic degrees in several academic disciplines. Universities typically offer both undergraduate and postgraduate programs. In the United States, the designation is reserved for colleges that have a graduate school. The word ''university'' is derived from the Latin ''universitas magistrorum et scholarium'', which roughly means "community of teachers and scholars". The first universities were created in Europe by Catholic Church monks. The University of Bologna (''Università di Bologna''), founded in 1088, is the first university in the sense of: *Being a high degree-awarding institute. *Having independence from the ecclesiastic schools, although conducted by both clergy and non-clergy. *Using the word ''universitas'' (which was coined at its foundation). *Issuing secular and non-secular degrees: grammar, rhetoric, logic, theology, canon law, notarial law.Hunt Janin: "The university ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Monte Carlo Methodologists
Monte may refer to: Places Argentina * Argentine Monte, an ecoregion * Monte Desert * Monte Partido, a ''partido'' in Buenos Aires Province Italy * Monte Bregagno * Monte Cassino * Montecorvino (other) * Montefalcione Portugal * Monte (Funchal), a civil parish in the municipality of Funchal * Monte, a civil parish in the municipality of Fafe * Monte, a civil parish in the municipality of Murtosa * Monte, a civil parish in the municipality of Terras de Bouro Elsewhere * Monte, Haute-Corse, a commune in Corsica, France * Monte, Switzerland, a village in the municipality Castel San Pietro, Ticino, Switzerland * Monte, U.S. Virgin Islands, a neighborhood * Monte Lake, British Columbia, Canada Arts, entertainment, and media * ''Monte'' (film), a 2016 drama film by Amir Naderi * Three-card Monte * Monte Bank or Monte, a card game Other uses * Monte (dessert) a milk cream dessert produced by the German dairy company Zott * Monte (mascot), the mascot of the University of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Living People
Related categories * :Year of birth missing (living people) / :Year of birth unknown * :Date of birth missing (living people) / :Date of birth unknown * :Place of birth missing (living people) / :Place of birth unknown * :Year of death missing / :Year of death unknown * :Date of death missing / :Date of death unknown * :Place of death missing / :Place of death unknown * :Missing middle or first names See also * :Dead people * :Template:L, which generates this category or death years, and birth year and sort keys. : {{DEFAULTSORT:Living people 21st-century people People by status ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Financial Economists
Finance is the study and discipline of money, currency and capital assets. It is related to, but not synonymous with economics, the study of production, distribution, and consumption of money, assets, goods and services (the discipline of financial economics bridges the two). Finance activities take place in financial systems at various scopes, thus the field can be roughly divided into personal, corporate, and public finance. In a financial system, assets are bought, sold, or traded as financial instruments, such as currencies, loans, bonds, shares, stocks, options, futures, etc. Assets can also be banked, invested, and insured to maximize value and minimize loss. In practice, risks are always present in any financial action and entities. A broad range of subfields within finance exist due to its wide scope. Asset, money, risk and investment management aim to maximize value and minimize volatility. Financial analysis is viability, stability, and profitability assessmen ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
21st-century American Mathematicians
The 1st century was the century spanning AD 1 ( I) through AD 100 ( C) according to the Julian calendar. It is often written as the or to distinguish it from the 1st century BC (or BCE) which preceded it. The 1st century is considered part of the Classical era, epoch, or historical period. The 1st century also saw the appearance of Christianity. During this period, Europe, North Africa and the Near East fell under increasing domination by the Roman Empire, which continued expanding, most notably conquering Britain under the emperor Claudius (AD 43). The reforms introduced by Augustus during his long reign stabilized the empire after the turmoil of the previous century's civil wars. Later in the century the Julio-Claudian dynasty, which had been founded by Augustus, came to an end with the suicide of Nero in AD 68. There followed the famous Year of Four Emperors, a brief period of civil war and instability, which was finally brought to an end by Vespasian, ninth Roman emperor, a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Wilmott Magazine
''Wilmott Magazine'' is a mathematical finance and risk management magazine, combining technical articles with humor pieces. Each copy of ''Wilmott'' is 11 inches square, runs about 100 pages, and is printed on glossy paper. The magazine has the highest subscription price of any magazine. ''Esquire''. 16 July 2007. Retrieved 4 March 2017. Content and contributors ''Wilmott'' has a section with technical articles on mathematical finance, but includes quantitative financial comic strips, and lighter articles. ''Wilmott'' magazine's regular contributors include[...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Derivative (finance)
In finance, a derivative is a contract that ''derives'' its value from the performance of an underlying entity. This underlying entity can be an asset, index, or interest rate, and is often simply called the "underlying". Derivatives can be used for a number of purposes, including insuring against price movements ( hedging), increasing exposure to price movements for speculation, or getting access to otherwise hard-to-trade assets or markets. Some of the more common derivatives include forwards, futures, options, swaps, and variations of these such as synthetic collateralized debt obligations and credit default swaps. Most derivatives are traded over-the-counter (off-exchange) or on an exchange such as the Chicago Mercantile Exchange, while most insurance contracts have developed into a separate industry. In the United States, after the financial crisis of 2007–2009, there has been increased pressure to move derivatives to trade on exchanges. Derivatives are one of the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Partial Differential Equation
In mathematics, a partial differential equation (PDE) is an equation which imposes relations between the various partial derivatives of a Multivariable calculus, multivariable function. The function is often thought of as an "unknown" to be solved for, similarly to how is thought of as an unknown number to be solved for in an algebraic equation like . However, it is usually impossible to write down explicit formulas for solutions of partial differential equations. There is, correspondingly, a vast amount of modern mathematical and scientific research on methods to Numerical methods for partial differential equations, numerically approximate solutions of certain partial differential equations using computers. Partial differential equations also occupy a large sector of pure mathematics, pure mathematical research, in which the usual questions are, broadly speaking, on the identification of general qualitative features of solutions of various partial differential equations, such a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Bloomberg LP
Bloomberg L.P. is a privately held financial, software, data, and media company headquartered in Midtown Manhattan, New York City. It was co-founded by Michael Bloomberg in 1981, with Thomas Secunda, Duncan MacMillan, Charles Zegar, and a 12% ownership investment by Bank of America through their brokerage subsidiary Merrill Lynch. Bloomberg L.P. provides financial software tools and enterprise applications such as analytics and equity trading platform, data services, and news to financial companies and organizations through the Bloomberg Terminal (via its Bloomberg Professional Service), its core revenue-generating product. Bloomberg L.P. also includes a news agency (Bloomberg News), a global television network (Bloomberg Television), websites, radio stations (Bloomberg Radio), subscription-only newsletters, and two magazines: ''Bloomberg Businessweek'' and ''Bloomberg Markets''. The company has 176 locations and nearly 20,000 employees. In May 2022, Bloomberg announced ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
_-_09.JPG "Click for more on -> University Of Paris Alumni")
