Marco Avellaneda 1955 – 2022

On the sad event of Marco Avellaneda's passing Wilmott extends its condolences to Marco's family, friends, and colleagues.

“The beautiful French Bourbakian edifice of mathematics is really some re-elaboration of the fact that it’s all about science, it’s all about borrowing from actual observation. Pythagoras’ theorem is from a guy who wanted to get from point A to point B; he was a sailor, so he figured out how to calculate the distance with two reference points – and that part of mathematics is what I lived from my mid-20s until now. After seeing the whole edifice, [I was] able to think about it and the structure, understanding that this structure is nourished by observation, by science, by economics, a lot by physics.”

Marco Avellaneda, Wilmott Magazine, September 2013