ProfessorJack Jacquier
Professor of Mathematics
Department of Mathematics - Faculty of Natural Sciences
Orcid identifier0000-0003-3986-3201 (opens in a new tab)
- Professor of MathematicsDepartment of Mathematics - Faculty of Natural Sciences
- 020 7594 8569 (Work)
- 804, Weeks Building, South Kensington Campus, United Kingdom
RESEARCH
Probability: Large deviations theory, Saddlepoint methods, Heat kernel expansions, Laplace methods on Wiener space.
Mathematical Finance: Stochastic volatility, rough volatility Volatility smile, derivatives pricing.
Quantum Computing: Quantum Machine Learning, Parameterised quantum circuits, Quantum Monte Carlo.
Mathematical Finance: Stochastic volatility, rough volatility Volatility smile, derivatives pricing.
Quantum Computing: Quantum Machine Learning, Parameterised quantum circuits, Quantum Monte Carlo.
GRANTS
- STANDARD - CALLQuantum Machine Learning for Financial Data StreamsInnovate UK1 Jan 2024 - 31 Mar 2025