Bastien BALDACCI (D2021)
Advisor for buy/sell side and reinsurance companies, working on exotic pricing, market microstructure and the development of tailor-made capital structure products.
PhD on optimal market-making and agent-based models. Supervisors: Mathieu Rosenbaum (École Polytechnique), Dylan Possamaï (ETH Zürich).
Tous les articles :
- Finance quantitative à l’échelle de la microstructure : trading algorithmique et régulation - Magazine N°775