In Memoriam: Marco Avellaneda (1955-2022)

17 Pages Posted: 29 Dec 2022

Date Written: December 18, 2022

Abstract

Marco Avellaneda (1955-2022) was a leading figure in the development of mathematical modelling in finance and its dissemination among market practitioners. We provide a sketch of his trajectory and outline some of his main research contributions to mathematical finance.

Keywords: mathematical finance, biography, quantitative finance, volatility, risk management

JEL Classification: B23, B32

Suggested Citation

Cont, Rama, In Memoriam: Marco Avellaneda (1955-2022) (December 18, 2022). Available at SSRN: https://ssrn.com/abstract=4306535 or http://dx.doi.org/10.2139/ssrn.4306535

Rama Cont (Contact Author)

University of Oxford ( email )

Mathematical Institute
Oxford, OX2 6GG
United Kingdom

HOME PAGE: http://www.maths.ox.ac.uk/people/rama.cont

Do you have a job opening that you would like to promote on SSRN?

Paper statistics

Downloads
1,093
Abstract Views
2,825
Rank
41,914
PlumX Metrics