Quant of the Year - Lorenzo Bergomi

- Risk magazine staff
- 01 Jan 2009

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

Readers of Risk voted Lorenzo Bergomi, head of equity derivatives quantitative research at Société Générale, quant of the year for his series of Smile Dynamics papers, the third of which was published by Risk in October.

With volatility in the equity markets scaling historic heights over the past year, the need to understand the dynamics of the implied volatility smile has become more important than ever. The volatility smile reflects the fact that the volatility implied from the market prices

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact info@risk.net to find out more.

You are currently unable to copy this content. Please contact info@risk.net to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email info@risk.net

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email info@risk.net