V. BQG Meetup - How has the importance of stochastic calculus models changed?

The Budapest Quant Group meetup series returns with an interesting Panel Discussion, exploring the evolving role of stochastic calculus models over the past two decades. We’ll discuss how advancements in computing, shifts in financial markets, and the rise of machine learning have influenced the relevance and application of stochastic methods. The session will compare traditional uses in quantitative finance with emerging applications and examine whether these models still hold central importance or are being supplemented—or replaced—by data-driven approaches. The panel will include industry practitioners as well as academic experts. The event concludes with networking and drinks.

Panelists:

• Zsolt Bihary - Corvinus University of Budapest
• Norbert Hari - Citi
• Yury Krongauz - BlackRock
• Zsolt Tulassay - Morgan Stanley

No separate registration is required, please RSVP on this event.

Agenda

• 18:30-19:00 Reception. The building will be open, the attendees can enter the building from Üllői street, then walk straight to the hall
• 19:00-20:30 Panel discussion and Q&A
• 20:30- Networking and drinks in the HUB55 bar, in the same building

Address:
HUB55, Budapest, Üllői út 55, 1091, entrance from Üllői street