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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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Great
articles :
As I have been told recently I need author's permission to post papers,
so I will look for the links and post the links instead.
Title :
Author :
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Title : Generalizing
the Black-Scholes formula to multivariate contingent claims
Author : Rene Carmona & Valdo Durrleman
Publication authorized kindly by Valdo
Durrleman
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Author :
- Prop trading related articles :
Title : Random Matrix Theory and Robust Covariance
Matrix Estimation for Financial Data
Author : Gabriel Frahm and Uwe Jaekel
Publication authorized kindly by Dr Gabriel Frahm
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