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Head of Quantitative Research at Société Générale
Originally trained in electrical engineering and theoretical physics, Lorenzo Bergomi heads the quant team at Société Générale covering all asset classes. He is wel lknown for his contributions to smile modeling, which earned him the Quant ofthe Year prize by Risk Magazine in 2009. His recent book, Stochastic VolatilityModeling, provides a clear practitioner’s account of smile modeling and of modern techniques for addressing it. A wealth of modeling issues arising in ther isk-management of exotics are covered in the author’s trademark style – a blend of out-of-the-box thinking and constant focus on the practical consequences of modeling choices. Please visit his website: http://www.lorenzobergomi.com