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Vladimir Jovanovic
Director - Equity Derivatives Quant at Barclays


Vladimir Jovanovic is a Director in the Structured Products quant group at Barclays. Previously, he worked in similar roles at Nomura and Lehman Brothers.

His research interests lie in the modelling of exotic equity and hybrid derivatives as well as numerical methods for solving PDEs.

He holds a PhD in Computational Solid State Physics from the University of Leeds.

Vladimir Jovanovic's Network

Agenda Sessions

  • Analytical conversion between implied volatilities based on different dividend models