Stefano De Marco

Stefano De Marco

Ecole Polytechnique

Stefano De Marco is Associate Professor in Probability and Mathematical Finance at Ecole Polytechnique, Paris. He owns a PhD in applied mathematics from Scuola Normale Superiore di Pisa and Université Paris-Est. He is a member of the steering committee of the Chaire Stress Test, a joint research project between Ecole Polytechnique and BNP Paribas, and he has taken part in the works of the Chaire Risques Financiers, a joint research project between Ecole Polytechnique and Société Générale. His research focuses on risk management problems for options, volatility modeling and Monte Carlo methods.

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