Wooddy Delta

Université Paris-Dauphine (Paris IX)

Mathematics, MS•  September 2013 - December 2015

Stochastic Calulus - Stochastic Control - Derivatives Pricing and no-arbitrage - Econometric of Derivatives Pricing - Jump Processes - BSDE and American Monte Carlo - Finite Differences for PDE - Mean Field Games Theory - Practice of Financial Derivatives in Finance and Insurance