Bruno Dupire

  • Head of Quantitative Research, Bloomberg

  • Best known for having pioneered the widely used Local Volatility model

  • Has a Master's Degree in Artificial Intelligence and a PhD in Numerical Analysis

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Bruno Dupire | NMP Live
About

Bruno Dupire is head of Quantitative Research at Bloomberg LP, which he joined in 2004, to develop pricing, risk management and arbitrage models. Prior to this he headed the Derivatives Research teams at Société Générale, Paribas Capital Markets and Nikko Financial Products where he was a Managing Director.

Bruno is best known for having pioneered the widely used Local Volatility model (simplest extension of the Black-Scholes-Merton model to fit all option prices) in 1993, and subsequent stochastic volatility extensions. Prior to this, he obtained a Master's Degree in Artificial Intelligence, a PhD in Numerical Analysis and introduced the use of Neural Networks for financial time series forecasting.

Bruno Dupire is a Fellow and Adjunct Professor at NYU and he is in the Risk magazine “Hall of Fame” of the 50 most influential people in the history of Derivatives and Risk Management. He is the recipient of the 2006 “Cutting Edge Research” award from Wilmott Magazine.

Bruno Dupire is also the recipient of the Risk Magazine “Lifetime Achievement” award for 2008.

Books and DVDs

Clients often ask about purchasing books for giveaways and delegate packs. Below you’ll find a selection of products by Bruno Dupire. Click the images to view on Amazon's website. For bulk orders, please speak with your Booking Agent.

How to book Bruno Dupire for your event

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