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Bruno Dupire

Bruno Dupire is a researcher and lecturer in quantitative finance. He is currently Head of Quantitative Research at Bloomberg LP. He is best known… 
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Related topics

Related topics

3 relations
Monte Carlo methods for option pricingMonte Carlo methods in financeQuasi-Monte Carlo methods in finance

Papers overview

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2014
2014
Numerical Pricing of Equity Barrier Options with Local Volatility
This thesis is about the pricing of equity barrier options under local volatility. We study Dupire's nonparametric local… 
2014
2014
The functional Meyer–Tanaka formula
The functional Itô formula, firstly introduced by Bruno Dupire for continuous semimartingales, might be extended in two… 
2012
2012
Modeling of Commodity Index and Relative Derivatives
This thesis suggests two kinds of modeling about commodity indices. In the first model, we assume that the contract weights of… 
2008
2008
Simple Robust Linkages between CDS and Equity Options
We test a theory that provides a simple and robust linkage between the market prices of credit default swaps (CDS) and far out-of… 
2007
2007
Put-Call Symmetry : Extensions and Applications
Classic put-call symmetry relates the prices of puts and calls at strikes on opposite sides of the forward price. We extend put… 
1996
1996
Variations on a Theme of Bruno Dupire
1974
1974
Résidence, tenure foncière, alliance dans une société bilinéaire (Serer du Sine et du Baol, Sénégal).
M. Dupire, A. Lericollais, B. Delpech et J.-M. Gastellu — Residence, Land Tenure and Marriage in a Double-Descent Society: The… 
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