Simplified! A lecture in honor of Peter Carr — "The Geometry of Money" with Bruno Dupire

Dear MoMath friends,

The National Museum of Mathematics is pleased to present this year's Simplified! A lecture in honor of Peter Carr on Wednesday, November 29, at 6:30 pm.  Join mathematician and quantitative researcher Bruno Dupire for The Geometry of Money, a lecture presented in memory of Peter Carr, a Founding Trustee of the National Museum of Mathematics.

What is the geometry of money?  Can we have financial proofs of mathematical inequalities?  And how do we hedge, or even super-hedge?  As a tribute to the great Peter Carr, we propose a journey through these topics and others, all with elementary tools and vivid illustrations.

As a researcher and lecturer in quantitative finance and the Head of Quantitative Research at Bloomberg LP, Bruno Dupire is best known for his contributions to local volatility modeling and has been recognized with several awards, including Risk magazine's Lifetime Achievement Award in 2008 and Wilmott Magazine's Cutting Edge Research Award in 2006.

Register at simplified.momath.org.

Regards,
National Museum of Mathematics

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