Master Bouju, maths teacher
Vincent Zoonekynd, Researcher
My School
Intro CSharp
vita
delta computing by Monte Carlo (C++ source)
heat equation resolution by finite differences(R source)
Value at Risk computation (R source)
American Option pricing by Binomial Tree (C# source)
Abilities
Statistics:
Data Analysis.
Time Series Analysis.
Financial Econometrics.
Financial Mathematics:
Stochastic Calculus.
Monte Carlo methods.
Term-Structure Models.
Computer Skills
R
C/C++
Latex
Sas
