معرفی
Stefano De Marco is an Associate Professor in Applied Mathematics at Ecole Polytechnique and Academic Director of the 1st year of the Double degree Data and Finance program (Ecole Polytechnique - HEC). He holds roles as Associate researcher in the Futures of Quantitative Finance Chair, and leads the Chaire Deep Learning and Statistics (Ecole Polytechnique & Qube RT, since 2023). He is part of the scientific committee for the Chaire Stress Test, Risk Management and Financial Steering (Ecole Polytechnique, BNP Paribas, Fondation de l'Ecole Polytechnique).
His research focuses on numerical probability, stochastic analysis, and mathematical finance, with specialization in risk management of options, model risk, robust hedging, Monte Carlo methods, volatility modeling, and asymptotic analysis of diffusion processes. He has supervised multiple PhD students, including work on market risk metrics, rough volatility dynamics, and implied volatility modeling.
Dr. De Marco teaches advanced courses such as Deep Learning in Finance, Numerical Processing of Financial Data, and Stochastic Simulation and Monte Carlo Methods at Ecole Polytechnique. He previously organized the Parisian Model Validation Seminar and the CMAP's stochastic finance working group.
His research integrates theoretical rigor with practical applications in quantitative finance, with contributions to computational methods for financial risk assessment and the development of advanced volatility models.
