Financial Engineering Workshops - Dr. Hans Buehler

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Workshop

Wed, Mar 4, 2026

6 PM – 7 PM (GMT+0)

Bayes Business School, 106 Bunhill Row
Room 2005

106 Bunhill Row, London EC1Y 8TZ, UK

Registration

Details

Title: SANOS: Smooth Arbitrage-free Non-parametric Option Surfaces

Abstract: We show how to fit an arbitrage-free interpolation scheme to real-life data and discuss the various applications thereof.

Bio: Dr. Hans Buehler is a leading quantitative finance executive and researcher known for pioneering work in machine-learning-based derivatives hedging. He previously served as Global Head of Equities Quantitative Research at J.P. Morgan, where he spearheaded the “deep hedging” framework—work that earned him Risk.net’s 2022 Quant of the Year award. He later served as Co-CEO of XTX Markets. He holds a PhD in Financial Mathematics from TU Berlin.

Where

Bayes Business School, 106 Bunhill Row
Room 2005

106 Bunhill Row, London EC1Y 8TZ, UK

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