Quant of the Year - Dilip Madan


Readers of and contributors to Risk's Cutting Edge section voted Dilip Madan Quant of the Year 2008 based on his past contributions to modern quantitative finance and a technical paper (co-authored with Yong Ren and Michael Qian) published in the September 2007 issue of Risk.

Volatility proved to be the most important theoretical theme of last year, with two papers in particular attracting praise and the lion's share of the votes: Calibrating and pricing with embedded local volatility models by

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