Paris
Stochastic Calculus and Mathematical Finance:
Generalized Black-Scholes, stochastic volatility, rate models, calibration, default risk, Market VaR, Credit VaR, copulas, Complex Option Pricing
Numerical Methods :
Monte Carlo, EDP
Statistics and Econometry :
Useful statistical tests, PCA, ARMA, ARCH, GARCH, EWMA, cointegration, neural network.
Computer :
Languages: Scilab : C++, SQL, Unix et VBA
Sorftware: Bloomberg, SAS, EVIEWS, Spad, Pack office
English : Fluent
Mes compétences :
Finance
Market Finance
Trader
Trading
