Marc Lagunas Merino
In 2015 I obtained my Master in Quantitative Finance at AFI (Madrid), I would also work for two years as an equity derivatives volatility trader. Next year I enrolled in a Computational Engineering and Mathematical Master programme where I took courses on Artificial Intelligence, Statistical Learning and developed my master thesis titled "Malliavin Calculus Applied to Option Pricing" under the supervision of Josep Vives (University of Barcelona). The goal of the Project was deducing a new analytical formula that would characterize the underlying asset's probability density function given a generalized stochastic volatility model. I will be joining University of Oslo this September in order to pursue my PhD in Mathematical Finance under the supervision of prof. Salvador Ortiz.