PHILIPPE HENROTTE

PHILIPPE HENROTTE
Co-Founder & Partner

Philippe is Head of Financial Theory and Research at ITO 33. He earned his Ph.D from Stanford University after graduating from Ecole Polytechnique de Paris. For many years, Philippe was a Professor of Finance at HEC. Anything that our pricing models may have to deal with, beyond Black-Scholes, falls squarely within his jurisdiction. This ranges from the incorporation of default risk in our convertible bond pricing PDEs to the full radiance of the smile problem in currency and equity options.

When confronted with the excitement of his latest discoveries and their far-reaching implications, Philippe feels a bit like a GI embarking on a ship to Normandie in June 1944: there is no turning back!

philippe@ito33.com

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