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We caught up with the entrepreneurial collector Hélène Nguyen-Ban on the works that have informed her worldview and her new endeavor, an art-discovery app.
Rough vol models are calibrated and fitted to SPX and Vix smiles
Quant Guide 2021: Paris-Sorbonne University/Ecole Polytechnique Paris, France The Master’s in Probability in Finance, hosted jointly by Sorbonne University and Ecole Polytechnique, climbs two places in this year’s Quant Guide, to 16 th – the third-highest European programme featured. The course lasts one academic year, across two semesters and an industry internship. The first semester includes classes in probability and optimisation, derivatives, econometrics, and European Union markets. The second semester involves more advanced material, with classes on stochastic algorithms, US o...