BRUNO DUPIRE

Bruno Dupire is a Lecturer and influential figure in quantitative finance, currently affiliated with Bloomberg in New York since 2004. He previously led derivatives research teams at Société Générale, Paribas, and Nikko FP. His groundbreaking work on volatility modeling includes the Local Volatility Model (1993) and subsequent advancements in stochastic volatility and volatility derivatives.

• Fields: Volatility Modeling, Stochastic Volatility, Financial Derivatives

Scientific Awards:

• Risk magazine Hall of Fame (2002)
• Wilmott Award for Cutting Edge Research (2006)
• ICBI Global Derivatives Industry Survey recognition (2006)

His research focuses on extending the Black-Scholes-Merton framework, developing Monte Carlo methodologies, and exploring arbitrage pricing models. Recent publications analyze free boundary problems, path-dependent options, and optimal process approximation techniques.