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Welcome to my web page
!
I am currently student in the MSc of Financial Mathematics at
NYU. I am French, 24 and decided to come here after being at the ENSAE
in Paris. I live in Soho where I can enjoy the great pubs and
restaurants, without being too far from NYU !
I am willing to become a quantitative trader, a field in
which I have some experience as you can see on my resume, and I
recently started writing some financial articles.
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I
already mentioned the list of all our courses at NYU, but I will put
here links to the professor's webpage as well as for the homeworks and
solutions when available.
The courses for the first semester were :
- Stochastic Calculus, teacher : Marco Avellaneda
- Derivative Securities, class
notes + homeworks by Robert V. Kohn
- Computing in Finance (with a big project - quant lib interface
- that you can find under the articles section), teacher :
Lee Maclin
- Capital Markets & Portfolio Theory
For the second semester, we have :
- Continuous time finance, teachers : Peter
Carr, Bruno Dupire, class
notes + homeworks, complete
notes by Robert V. Kohn
- PDE for Finance, teacher :class
notes by Robert V. Kohn
- Interest Rate & Credit models, teacher : Leif Andersen and
Jeffrey Rosenbluth
- Risk Management, teachers : Steve
Allen and Ken Abbott
Finally, for the third semester :
- Financial Econometrics & Statistical Arbitrage
- Computational Methods in Finance
- Project and Presentation (certainly related to optimal execution...)
- Case Studies & Financial Modeling
We also had along with the courses a lot of seminars. The abstracts can
be found here : http://www.math.nyu.edu/seminars/math_finance_seminar.html |
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