Frederic Abergel

Frederic Abergel is Professor and Chair of Quantitative Finance, CentraleSupelec, France. He holds a PhD in Mathematics from the Universite Paris-Sud. He began his career as a CNRS scientist at the Universite Paris-Sud and gained several years of industrial experience in investment banking at BNP Paribas, CAI Cheuvreux, Barclays Capital and Natixis CIB. His areas of research include financial markets, pricing and hedging of derivatives, quantitative finance and empirical properties of financial...See more

Frederic Abergel is Professor and Chair of Quantitative Finance, CentraleSupelec, France. He holds a PhD in Mathematics from the Universite Paris-Sud. He began his career as a CNRS scientist at the Universite Paris-Sud and gained several years of industrial experience in investment banking at BNP Paribas, CAI Cheuvreux, Barclays Capital and Natixis CIB. His areas of research include financial markets, pricing and hedging of derivatives, quantitative finance and empirical properties of financial data. See less