FEATURED AUTHOR
Julien Guyon
Julien Guyon is a quantitative researcher at Bloomberg LP, New York. He worked previously at Societe Generale in Paris (2006-2012). He authored or co-authored 3 books and 7 articles in peer-reviewed journals. He was also a visiting professor at Universite Paris 7 and at Ecole des Ponts (Paris). Julien holds a Ph.D. in Probability Theory and Statistics from Ecole des Ponts.
Biography
Julien Guyon is a member of the Quantitative Research group atBloomberg LP, New York. Before joining Bloomberg, Julien worked in
the Global Markets Quantitative Research team at Societe
Generale in Paris (2006-2012). He was also a visiting professor
at Universite Paris 7 and at Ecole des Ponts, where he taught
mathematics of finance in Master programs. Julien holds a Ph.D. in
Probability Theory and Statistics from Ecole des Ponts (Paris). He
graduated from Ecole Polytechnique (Paris), Universite Paris 6,
and Ecole des Ponts. His main current research interests include
numerical probabilistic methods and volatility and correlation
modeling.
Education
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PhD in Probability Theory and Statistics, Ecole des Ponts, Paris, 2006
Areas of Research / Professional Expertise
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Option pricing, numerical probabilistic methods, volatility and correlation modeling
Websites
Books
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