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Julien Guyon

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16
Date
2023/03/15
ML Score
5
Job
New York University | Adjunct Professor
Content
Very happy and proud to start a new academic chair "Futures of Quantitative Finance" at École des Ponts ParisTech together with BNP Paribas and Université Paris Cité.The chair will investigate ML in finance, volatility modeling, model risk and model calibration, XVA and other high-dimensional nonlinear problems in finance, among other topics.Thank you BNP Paribas CIB for supporting academic research!And a big thank you to Huyên Pham, Jean Jacques Rabeyrin, Marc-Olivier Seguin, Gregoire Loeper, Gregoire Derveaux for your help and trust. I'm looking forward to working with you and your colleagues!https://lnkd.in/e4AfzZ4v
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Integromat
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