Bruno Dupire (born 1958[1]) is a researcher and lecturer in quantitative finance.
He is best known for his contributions to local volatility modeling and Functional Itô Calculus.
He is also an Instructor at New York University since 2005, in the Courant Master of Science Program in Mathematics in Finance.
[5] Dupire is the recipient of the Risk magazine "Lifetime Achievement Award" for 2008, and has been voted in 2006 as the most important derivatives practitioner of the previous 5 years in the ICBI Global Derivatives industry survey.
He has also been included in Dec' 02 in the Risk magazine "Hall of Fame" of the 50 most influential people in the history of financial derivatives.