While in Verona, she will initiate a project related to asset/liability management models and the potential integration of climate risk.
Her YITP prize also included attending the XIX Workshop on Quantitative Finance at the University of Roma Tre in January 2018, where she presented her research on portfolio optimisation under quantile hedging constraints.
Commenting on her success, Géraldine said: “This research prize is a great opportunity for me to collaborate with specialists in the field of stochastic analysis and environmental economics. This prize is important for my career as a researcher since it supports the exploration of a new research strand which is at the frontier between the economics of climate change and mathematical finance and has the potential to provide new insights on ways to address major challenges faced by our societies.”
The Young Investigator Training Program (YITP) Research Prize is made available by the Association of Bank Foundations.
Dr Géraldine Bouveret is a Research Associate at Wadham College and at the Smith School, University of Oxford. Her research explores the economics of climate change and mathematical finance. Wadham's Research Associates are early-career researchers from a range of academic disciplines, who enhance intellectual exchange and interaction between graduate students and the College's Fellows.