Guido GermanoProfessor of Computational Science, Director of the MSc Computational Finance at University College LondonSpeaker
Profile
Guido Germano is Professor of Computational Science at University College London, where he has been Director of the MSc Computational Finance since its foundation in 2015. He is also affiliated with the Systemic Risk Centre, London School of Economics.
His research is mainly on stochastic modelling in financial mathematics and in statistical physics. He pursued this direction as assistant in the Statistics Section of the Faculty of Law and Economics in Bonn (1994-1995) before doing a PhD on quantum-classical molecular simulation in Pisa (1995-1998) co-supervised at UCSF and postdocs in theoretical physics of soft condensed matter (1998-2002). Since joining the UCL Department of Computer Science in 2013, his work has increasingly included machine learning.
In 2024 he taught the summer school "Computational Methods in Finance and Economics" at Centro di Ricerca Matematica Ennio de Giorgi. In 2026 he was Visiting Professor at the Institute of Economics of Scuola Superiore Sant'Anna, Pisa.
Agenda Sessions
Model calibration with no-arbitrage constraints on the option prices or on the implied volatility
, 14:45View Session