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Pierre Henry-Labordere
Quant, Global Markets Quantitative Research at Société Générale


Pierre Henry-Labordere works in the Global Markets Quantitative Research team at Société Générale. Pierre is also associate Professor at Ecole Polytechnique. He was the recipient of the 2013 Quant of the Year award from Risk magazine.

Pierre Henry-Labordere's Network

Agenda Sessions

  • From (Martingale) Schrodinger bridges to a new class of Stochastic Volatility Models

    , 09:45
  • Optimal transport and anomaly

    , 17:05
  • Workshop leader’s opening remarks

    , 09:00
  • The Particle Method For Smile Calibration

    , 09:05
  • Stochastic Control Techniques And Applications

    , 11:00
  • Machine Learning Techniques For Option Pricing

    , 13:30
  • Model-Free Bounds For Option Prices

    , 15:30

Speakers at this event