Speaker - Marc Potters

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Dr. Marc Potters joined Capital Fund Management in October 1995 as a researcher in quantitative finance. Today he heads the research team at CFM, comprising more than 25 Ph.D.'s. He directs fundamental and applied research and supervises the implementation of automated trading strategies and risk control models. With his team, he has published numerous articles in the new field of statistical finance while continuing to develop concrete applications of financial forecasting, option pricing and risk control.

Marc Potters holds a Ph.D. in physics from Princeton University (USA). Prior to joining CFM, he was a postdoctoral fellow at the University of Rome La Sapienza (Italy). Dr. Potters is the author, with Mr. Bouchaud, of the book Theory of Financial Risk and Derivative Pricing (Cambridge University Press).

1 Program

Physics, Finance and Some Useful Mathematics

03.01.10 | 01:14:31 min | 2 comments