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: 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
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