Moustapha_Taym - Studied asymptotic distribution of hedging...

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TAYM MOUSTAPHA 61West 106 th Street, New York, NY, 10025 (646)725-2007 taym.moustapha@gmail.com EDUCATION NEW YORK UNIVERSITY New York, NY The Courant Institute of Mathematical Sciences MS in Mathematics in Finance (expected – January 2012) Computing techniques in C++ applied to compute pricing models and options Risk and Portfolio management to calculate the risk in one’s positions Derivative Securities including Futures and Forward contracts, options Spring courses to cover: dynamic programming, algorithmic trading, Continuous Time Finance, PDEs ECOLE POLYTECHNIQUE (2007-2010) Palaiseau, FRANCE Diplôme d’Ingénieur de l’Ecole Polytechnique Bachelor in Science Majored in Applied Mathematics including Stochastic Calculus, Asset Pricing, Time Series, Monte-Carlo Simulations, Operational Research Minors covering Microeconomics, Macroeconomics, Game Theory, Java computing. Project in Discrete Time Hedging:
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Unformatted text preview: Studied asymptotic distribution of hedging errors between discrete and continuous time Formulated the error in the Black-Scholes model and computed simulations in Matlab EXPERIENCE NOMURA London, UK Spring Intern (April 2010-June 2010) Created first-sketch model of Limit Order Prediction in Liquid Markets Analytics Back-tested model in R and calibrated to several trading algorithms Model to be developed and used to help clients fix limits over their orders FRENCH ARMY Charleville-Mzires, France Aspirant (September 2007-April 2008) Supervised troop of 30 conscripts Taught French, mathematics and militaristic knowledge to new conscripts Organized trainings at different camps throughout France COMPUTER SKILLS Programming Languages : C++, Java, R, HTML, Matlab, VBA Other Software: Microsoft Word, Excel, PowerPoint LANGUAGE SKILLS French : Mother Tongue , English : Fluent , Arabic : Fluent...
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