Imperial College London


Faculty of Natural SciencesDepartment of Mathematics

Professor of Mathematics



+44 (0)20 7594 8569a.jacquier Website




804Weeks BuildingSouth Kensington Campus





I am a Professor of Mathematics in the Mathematical Finance section in the Department of Mathematics at Imperial College London.

My research interests range from Probability and Stochastic analysis to Numerical Analysis and Quantum Computing, with a view towards applications in Mathematical Finance. 

My personal webpage, with more details about my research and my activities, can be found at


  • Quantum Computing for Finance, MSc in Mathematics and Finance
  • Volatility modelling, MSc in Mathematics and Finance

Commercial activity

Prof. Jacquier is a senior quantitative consultant and advisor for several companies in quantum technologies and in the banking industry.

My key areas of expertise are in volatility modelling and quantum computing in Finance.



Bonesini O, Callegaro G, Jacquier A, 2023, Functional quantization of rough volatility and applications to the VIX, Quantitative Finance, ISSN:1469-7688

Raval V, Jacquier A, 2023, The log-moment formula for implied volatility, Mathematical Finance, Vol:33, ISSN:0960-1627, Pages:1146-1165

Jacquier A, Andreas S, Blanka H, et al., 2023, Functional central limit theorems for rough volatility, Finance and Stochastics, ISSN:0949-2984

Jacquier A, Oumgari M, 2023, Deep Curve-Dependent PDEs for Affine Rough Volatility, Siam Journal on Financial Mathematics, Vol:14, ISSN:1945-497X, Pages:353-382

Assouel A, Jacquier A, Kondratyev A, 2022, A quantum generative adversarial network for distributions, Quantum Machine Intelligence, Vol:4, ISSN:2524-4906

More Publications