476 reputation
39
bio website Nope
location Paris, France
age 26
visits member for 3 years, 8 months
seen Nov 19 at 13:27

Graduated from the Msc. El Karoui of probabilities and finance and from the Msc. Laure Elie (promo 2011).

Looking for a full-time job opportunity in NY or London.

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Jun
28
answered How do I estimate the joint probability of stock B moving, if stock A moves?
Jun
28
comment What is Ito's lemma used for in quantitative finance?
Itô's lemma is also applicable if $f$ is a $C^1$ function in time and space and also $C^2$ in space everywhere except in a countable set of points
Mar
8
awarded  Student
Mar
7
asked Enhancing Monte-Carlo convergence (crude method)