{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

Catoire Matthieu - MATTHIEU CATOIRE 730 Colombus Avenue Apt...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
MATTHIEU CATOIRE 730 Colombus Avenue Apt. 9I Manhattan, NY 10025 (646) 318-1176 [email protected] EDUCATION NEW YORK UNIVERSITY New York, NY The Courant Institute of Mathematical Sciences MS in Mathematics in Finance (expected – December 2011) Quantitative finance topics: Stochastic Calculus, Black-Scholes and its applications, Derivatives Pricing, Risk and Portfolio Management with Econometrics Computational coursework : Techniques in C++ to implement pricing algorithms, High performance computing, Optimal Trade Execution Spring semester courses: Continuous Time Finance, PDE for finance, Interest Rates and FX Models, Scientific Computing ECOLE CENTRALE PARIS (2008-2011) Paris, FRANCE MS in applied Mathematics - BS in Mathematics and Economics Extensive coursework in Economics and Applied Mathematics including calculus, differential equations, probability and statistics, linear algebra and computer science Senior thesis: “Explaining the financial crisis by studying credit derivatives”
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

Ask a homework question - tutors are online