sebastien bossu
Visiting Professor of Finance at WPIPrincipal at Ogee Group LLC
Textbooks & Professional Reports
Popular:
Advanced Equity Derivatives: Volatility & Correlation, Wiley (2014)Foreword by Peter Carr
An Introduction to Equity Derivatives: Theory & Practice, 2nd Ed., Wiley (2012)Foreword by Olivier Bossard
"Just What You Need to Know About Variance Swaps", JPMorgan report, 2005With Eva Strasser and Regis Guichard- Selected Experience
WPI Business School
Visiting Professor of Finance 2021 - PresentIndicative pricing and product development: hybrid exotics (e.g. equity, FX, commodities), options on hedge fund indices, variance and correlation swaps, target redemption notes, etc.
Ogee Group LLC
Principal 2012 - Present- Investment Management
- Consulting
Dresdner Kleinwort (now Commerzbank)Director 3 yearsIn charge of Equity Derivatives Structuring team (6 permanent members): Exotic Options & Equity Structured Products
J.P. Morgan
Associate 2 yearsIndicative pricing and product development: hybrid exotics (e.g. equity, FX, commodities), options on hedge fund indices, variance and correlation swaps, target redemption notes, etc. - Selected Education
Université Paris-Saclay
PhD, Quantitative Finance"Université Paris-Saclay is a public research university based in Paris. The University integrates several French leading grandes écoles, leading faculties, colleges and research centers that are part of the world's top research organizations in various fields. Paris-Saclay has achieved particular renown in mathematics: as of 2021, 12 Fields Medalists have been affiliated with the university and its associated research institutes, which include the Institut des Hautes Études Scientifiques - generally regarded as the birthplace of modern algebraic geometry and catastrophe theory. The University was ranked 13th in the world in the 2021 Academic Ranking of World Universities (ARWU) ranking."
The University of ChicagoMS Financial Mathematics"Founded in 1996 by an exceptional team of educators, the University of
Chicago’s Financial Mathematics Program has had the honor of shaping
some of the brightest minds in the financial industry today. A pioneer
in its field, the Program offers 15 months of accelerated, integrated
coursework that explores the deep-rooted relationship that exists
between theoretical and applied mathematics and the ever-evolving world
of finance. Our mission is to equip our students with a solid foundation in mathematics, and in doing so provide them with practical knowledge that they can successfully apply to complicated financial models."
HEC Grande Ecole
Diplome (MBA equivalent), Specialization in Finance"HEC Paris has constantly been ranked the best business school in France, and among the top in the world. HEC alumni include 12 CEOs of F500 companies (more than any other business school in the world and third institution after Harvard and Stanford), several heads of states and governments, heads of international organizations, and other prominent figures in politics, business, and the arts."
Activities: HECquation (Founder), HEC Conférences
Sorbonne Université (fmr. Paris 6)
Licence (BS equivalent), Applied Mathematics"UPMC is the largest scientific and medical complex in France, active in many fields of research with scope and achievements at the highest level, as demonstrated by the many awards regularly won by UPMC researchers, and the many international partnerships it maintains across all five continents. Several university rankings have regularly put UPMC at the 1st place in France, and it has been ranked as one of the top universities in the world." Let's Chat!
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