Luis Ortiz Gracia

Luis Ortiz Gracia - CRM Barcelona

Luis Ortiz Gracia obtained his PhD in Applied Mathematics from the Universitat Politècnica de Catalunya. He is professor of Quantitative Finance at the University of Barcelona. His fields of research are Computational Finance and Quantitative Risk Management, with particular interests on wavelets-based methods for option pricing and aggregate risk measurement. He teaches Computational Aspects of Risk Management in the Master of Mathematics in Finance at the Universitat Autònoma de Barcelona and Advanced Risk Quantification in the Master of Actuarial and Financial Sciences at the University of Barcelona. He led the Financial Mathematics and Risk Control group at the Centre de Recerca Matemàtica and he carried out research stays at the CWI in the Netherlands as well as in the School of Mathematics and Physics at the University of Queensland in Australia. Before he moved to the academia, he spent some years working on quantitative projects in several private firms within the fields of information technology, business and finance.

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