News & Insights

Mastering Volatility: Optimal Transport and Advanced Pricing Models in London | genOTC

Event

Wednesday, November 5 • 8:45 a.m. – 11:00 a.m. GMTVintry & Mercer, 19-20 Garlick Hill, London, EC4V 2AU, UKAttendance by… Read more
Mastering Volatility:Optimal Transport and Advanced Pricing Models in Paris | genOTC

Event

Tuesday, November 4 • 8:45 a.m. – 11:00 a.m. Les Salons Parisiens, 12 Rue La Fayette, 75009 Paris, France Attendance… Read more
Precision, Conversation, and the Future of Model Calibration (A Morning in Geneva)

Event

Bringing an idea from thought to reality is demanding work – yet deeply fulfilling when mathematics begins to reshape how… Read more
How Can We Modernize and Improve Volatility Surface Calibration?

Whitepaper

Volatility modeling is a cornerstone of derivative pricing and risk management. This white paper aims to introduce key concepts in… Read more

Mastering Volatility: Optimal Transport and Advanced Pricing Models in London | genOTC