Welcome Guest

ABOUT THE AUTHORS

SÉBASTIEN BOSSU is currently Principal at Ogee Group LLC, a startup company based in New York doing cutting-edge research on derivatives, investment management and software development. A former director of Equity Derivatives Structuring for an investment bank in London, he also worked at J.P. Morgan as an exotics structurer. He is a graduate from The University of Chicago, HEC Paris, Columbia University and Université Pierre et Marie Curie.


PHILIPPE HENROTTE is Head of Financial Theory and Research at ITO 33, a company which designs sophisticated derivatives pricing software for hedge funds and financial institutions; and an Affiliate Professor of Finance at HEC Paris. An expert in asset pricing and derivatives hedging, he earned his PhD from Stanford University after graduating from Ecole Polytechnique de Paris.