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Vladimir Lucic
Head of Non-Linear QIS Structuring at Macquarie

Profile

Vladimir Lucic is a Head of Non-Linear QIS Structuring at Macquarie in London. Prior to joining Macquarie, Vladimir was at Barclays for more than ten years, where he occupied a number of senior quantitative roles, including global head of quantitative analytics for equity derivatives, structured funds and QIS, and head of statistical modelling and development for rates and credit. Vladimir holds an academic post at Imperial College London, where he is an Academic Visitor at the Financial Signal Processing Lab. He has published in fields of Probability and Mathematical Finance, and is a frequent speaker at quant finance conferences. Vladimir holds PhD and MSc (Probability and Optimal Control) from University of Waterloo, Canada.

Vladimir Lucic's Network

Agenda Sessions

  • Chairman's opening remarks

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  • Chairman's opening remarks

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  • Analytical conversion between implied volatilities based on different dividend models

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  • Chairman's closing remarks

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