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| Prénom : | ********** | | Nom : | ********** |
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| Disponibilité : | Disponible immédiatement. |
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| Formation : ecole polytechnique master 2 de recherche en ‘probabilité et finance’ professeur: nicole el karoui
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| Spécialité en finance : american options: duality approach
insight of american option implementation of dual method also lsm algorithms
interest rate quant: researches on lgm model with stochastic volatility
working on separable volatility sabr model heston model “mixture” volatility
interest rate quant: new application of hjm framework for robust calibration
application of stochastic volatility svi form linear local volatility to cape with market smiles
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| Logiciels : c++ java vba matlab microsoft office latex
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| Langue : Non communiqué
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