Jean-Philippe Aguilar

Société Générale

Jean-Philippe Aguilar is currently the Head of Pricing Models Audit at Société Générale in Paris. He has been working in the financial industry since 2010, having held various positions across Quantitative Research and Financial Engineering both in the sell-side and buy-side spaces. His research interests lie in the fields of Mathematical Finance, Volatility Modeling, Option Pricing and Econophysics. He has a PhD in Mathematics and a MSc in Theoretical Physics from Aix-Marseille University.

Articles by Jean-Philippe Aguilar

Return to the barrier: option pricing and calibration in foreign exchange markets

The authors investigate return barrier options and how failing to capture the market’s implied volatility surface can lead to mispricing of these options.

29 Jul 2025

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Alternatively you can request an individual account here