Martino Grasselli, Head of the Finance Group at De Vinci Research Center, presented an invited talk at the international conference “Mathematics & Finance: Research in Options (RiO)” in Rio de Janeiro. Since 2005, this international conference on mathematical finance has been a key event for the quant community around the world. Martino Garsselli’s invited talk […]
Matthieu Garcin and Martino Grasselli, professors at ESILV engineering school, have had their research into financial modelling and rough volatility published as an article in a highly-regarded web of science applied mathematics journal. Matthieu Garcin and Martino Grasselli are professors in Financial Engineering at ESILV and members of the Finance Group at De Vinci Research […]