معرفی
Professor Jack Jacquier is a Professor of Mathematics at Imperial College London, specializing in Mathematical Finance, Probability, and Quantum Computing. He serves as Director of the MSc in Mathematics and Finance, and is a member of the Imperial QuEST Management Board. His affiliations include the CFM-Imperial Institute of Quantitative Finance and the Alan Turing Institute as a Visiting Researcher. He holds roles such as Senior Scientific Consultant at Lloyds Banking Group and Quantum ML Instructional Designer at SandboxAQ.
He holds a PhD in Mathematics from Imperial College London (2010). His research focuses on stochastic volatility models, quantum algorithms in finance, and rough volatility. Notable projects include work on quantum computing applications, carbon tax propagation in credit portfolios, and rough differential equations.
His recent publications span topics like quantum algorithms for PDEs, deep learning in finance, and risk premium analysis. He has contributed to books on rough volatility and quantum ML in finance. His work bridges theoretical probability with practical financial engineering challenges.
