Jonathan Lellouche
Employers on the program
- 2025Murex1 talk
Events1
Conferences1
Talks1
Years active2025
Appearances by year
- STAC Summit
Talks
| Date | Event | Conference | Role | Title | Links |
|---|---|---|---|---|---|
| Oct 7, 2025 | STAC Summit London, Fall 2025 | STAC Summit | panelist | Beyond monte carlo: New methods and modern compute in derivatives pricing as Murex Quant teams face a constant challenge: pricing and risk models grow ever more complex, with high-dimensional PDEs, stochastic control, and nested simulations…Show lessQuant teams face a constant challenge: pricing and risk models grow ever more complex, with high-dimensional PDEs, stochastic control, and nested simulations demanding both accuracy and speed. Recent advances—like Prediction-Enhanced Monte Carlo, deep learning PDE solvers (PINNs), and sophisticated interpolation techniques—are enabling solutions to problems once deemed intractable. |
Frequent co-speakers
| Speaker | Shared events | Shared talks | Last together |
|---|---|---|---|
| Jason Charlesworth | 1 | 1 | 2025 |
| Neil Rajgor | 1 | 1 | 2025 |
| Phillip Stanley-Marbell | 1 | 1 | 2025 |
| Uwe Naumann | 1 | 1 | 2025 |
Speakers with the same name are merged into one entry, so this page may combine more than one person. Affiliations are shown as each conference listed them.