Link to résumé
Link to student resources
“Sebastien Bossu is former Director of Equity Derivatives Structuring at Dresdner Kleinwort in London. He is currently pursuing a Ph.D. at Columbia University IEOR Department, and is a Research Fellow of the Center for Financial Engineering. A graduate of The University of Chicago, HEC Paris and Université Paris-6, he previously worked for JPMorgan in London and is the author of two textbooks, including 'Finance and Derivatives' translated into English by John Wiley & Sons.”
Date of first version between brackets
“Equity Correlation Swaps: A New Approach For Modelling & Pricing”
| 16 Jan. 2009 | Seminar, Stevanovich Center for Financial Mathematics, University of Chicago, Illinois | |
| 9 Nov. 2007 | 14th Annual CAP Workshop on Derivative Securities and Risk Management, Columbia University, New York | |
| May 2007 | ||
| 26 Feb. 2007 |
|
Financial Engineering Practitioners Seminar, Columbia University, New York |
| 9 May 2006 | ICBI Global Derivatives & Risk Management 2006, Paris |
“Introduction to Volatility Trading and Variance Swaps”
| 10 Nov. 2007, 24 Feb. 2007, 2006, 2005 |
|
Equity Derivatives Workshop, University of Chicago Program on Financial Mathematics, Chicago |
“Variance Swaps and Structured Volatility Arbitrage”
| June 2007 | Risk07, London | |
| Nov. 2006 | IQPC Volatility Trading 2006, London |
“Variance Dispersion in Equity Markets”
| April 2007 | IQPC Correlation Trading 2007, London |