Julien  Guyon Author of Evaluating Organization Development
FEATURED AUTHOR

Julien Guyon

Senior quant in the Quantitative Research group at Bloomberg LP
Bloomberg LP

Julien Guyon is a quantitative researcher at Bloomberg LP, New York. He worked previously at Societe Generale in Paris (2006-2012). He authored or co-authored 3 books and 7 articles in peer-reviewed journals. He was also a visiting professor at Universite Paris 7 and at Ecole des Ponts (Paris). Julien holds a Ph.D. in Probability Theory and Statistics from Ecole des Ponts.

Biography

Julien Guyon is a member of the Quantitative Research group at
Bloomberg LP, New York. Before joining Bloomberg, Julien worked in
the Global Markets Quantitative Research team at Societe
Generale in Paris (2006-2012). He was also a visiting professor
at Universite Paris 7 and at Ecole des Ponts, where he taught
mathematics of finance in Master programs. Julien holds a Ph.D. in
Probability Theory and Statistics from Ecole des Ponts (Paris). He
graduated from Ecole Polytechnique (Paris), Universite Paris 6,
and Ecole des Ponts. His main current research interests include
numerical probabilistic methods and volatility and correlation
modeling.

Education

    Quantitative finance, Probability Theory

Areas of Research / Professional Expertise

    Option pricing, numerical probabilistic methods, volatility and correlation modeling

Websites

Books

Featured Title
 Featured Title - Nonlinear Option Pricing - 1st Edition book cover