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Aitor Muguruza Gonzalez
Equities Quant at Natixis

Profile

Aitor is a PhD student in mathematical finance at Imperial College London. He is currently working on the QR Equities division at Natixis. His current research focuses on theoretical and numerical analysis of fractional volatility models and their applications in finance. He was awarded the 2017 Natixis Foundation for Research and Innovation prize for best Master’s thesis.

Aitor Muguruza Gonzalez's Network

Agenda Sessions

  • How to use the machine learning results for (rough) volatility in practice?

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  • Deep Learning Volatility

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  • Chairman’s opening remarks

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  • On smile properties of volatility derivatives and exotic products: understanding the VIX skew

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  • Chairman's closing remarks

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