A lecture in memory of Peter Carr
“The Geometry of Money”
Featuring Bruno Dupire
Wednesday, November 29 at 6:30 pm
What is the geometry of money? Can we have financial proofs of mathematical inequalities? And how do we hedge, or even super-hedge? As a tribute to the great Peter Carr, we propose a journey through these topics and others, all with elementary tools and vivid illustrations.
Join mathematician and quantitative researcher Bruno Dupire for a lecture honoring the memory of Peter Carr, a Founding Trustee of the National Museum of Mathematics. As a researcher and lecturer in quantitative finance and the Head of Quantitative Research at Bloomberg LP, Bruno Dupire is best known for his contributions to local volatility modeling and has been recognized with several awards, including Risk magazine’s Lifetime Achievement Award in 2008 and Wilmott Magazine‘s Cutting Edge Research Award in 2006.