About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Pricing Partners’ Stochastic Volatility Model to be Discussed at Scientific Conference

Subscribe to our newsletter

Pricing Partners’ latest research about the acceleration by a factor 100, calculating the price of financial options with a stochastic volatility model, has caught the attention of the scientific committee, the 33rd edition of the Stochastic Processes and Their Applications (SPA 2009) Conference, and will be presented during the week of this conference in Berlin from 27 to 31 July 2009.

SPA 2009 Conference is an event in the field of mathematic research in stochastic processes and their applications. This year for example, the topics addressed will be: the application of stochastic processes in biology, finance, particle physics, climatology, ecology and epidemiology, the study and development of Levy processes, the study and development through the process of stochastic functional inequalities, the calculus of variations, the stochastic geometry, the resolution of stochastic differential equations, algorithms of simulated annealing, the detailed study of stochastic processes and random walks, random matrices, broadcasts highly heterogeneous.

The conference is held under the patronage of the Association of Research in Mathematics, the Bernoulli Society for Mathematical Statistics and Probability and the German Institute of Mathematical Statistics. The conference will bring together over 630 participants from 49 countries. Mohammed Miri, quantitative analyst from Pricing Partners will present his latest research work in collaboration with Eric Benhamou, CEO of Pricing Partners and Emmanuel Gobet.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: How to simplify and modernize data architecture to unleash data value and innovation

The data needs of financial institutions are growing at pace as new formats and greater volumes of information are integrated into their systems. With this has come greater complexity in managing and governing that data, amplifying pain points along data pipelines. In response, innovative new streamlined and flexible architectures have emerged that can absorb and...

BLOG

Data Quality Posing Obstacles to AI Adoption and Other Processes, say Reports

The rush to build artificial intelligence applications has hit a wall of poor quality data and data complexity that’s hindering them from taking advantage of the technology. Those barriers are also preventing firms from upgrading other parts of their tech stacks. A slew of surveys and comments by researchers and vendors paint a picture of...

EVENT

AI in Data Management Summit New York City

Following the success of the 15th Data Management Summit NYC, A-Team Group are excited to announce our new event: AI in Data Management Summit NYC!

GUIDE

Regulatory Data Handbook 2025 – Thirteenth Edition

Welcome to the thirteenth edition of A-Team Group’s Regulatory Data Handbook, a unique and practical guide to capital markets regulation, regulatory change, and the data and data management requirements of compliance across Europe, the UK, US and Asia-Pacific. This year’s edition lands at a moment of accelerating regulatory divergence and intensifying data focused supervision. Inside,...