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| Prénom : | ********** | | Nom : | ********** |
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| Basé à : | Paris,France/Shanghai,Chine |
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| Disponibilité : | Préavis d'un mois négociable disponible immédiatement. |
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| Recherche : | un stage ou un emploi |
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| Formation : ecole polytechnique m2 probability finance dea el karoui 09 2012 11 2013
solid knowledge in stochastic calculus and credit derivatives
fudan university master degree 09 2006 07 2012
operation research and control theory gpa: 3 67 4 00
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| Spécialité en finance : credit derivatives options |
| Logiciels : un projet en c++:pricing barrier options by using brownian bridge technique
stage en c#: study of the bilateral cva for ir products development of pricing library in c# with nested monte carlo american monte carlo simulations also study of the impact of collateralization margining frequency threshold minimum transfer amounts funding
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| Langue : Non communiqué
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