Personal Information
Organização/Local de trabalho
São Paulo Area, Brazil, São Paulo Brazil
Cargo
Quant
Setor
Finance / Banking / Insurance
Sobre
8+ years working with quantitative finance and software development for quantitative modeling (pricing, risk and data analysis).
Specialties: Value at Risk Systems
Pricing Systems
Software development (R, Python, C/C++, Java)
Quantitative Modeling
Simulation
Marcadores
finance
data science
python
forecast
networks
pandas
toy model
microsimulation
agent-based model
black & scholes
pricing
derivatives
stochastic
process
hilbert
space
neural
financial services
quantitative finance
business days
ipython
analytics
visualization
matplotlib
ggplot
options
heston model
volatility
option
stochastic volatility
Ver mais
- Apresentações
- Documentos
- Infográficos
Lf 2020 langevin
luc faucheux
•
Há 3 anos
Notes for Volatility Modeling lectures, Antoine Savine at Copenhagen University
Antoine Savine
•
Há 5 anos
Notes for Computational Finance lectures, Antoine Savine at Copenhagen University
Antoine Savine
•
Há 4 anos
Estratégias com derivativos: futuros e opções
Gustavo Florêncio Pontes
•
Há 8 anos
Practical Tips for Interpreting Machine Learning Models - Patrick Hall, H2O.ai
Sri Ambati
•
Há 5 anos
IA e o Futuro do Trabalho (Flavio Abdenur / SLQ)
Flavio Abdenur
•
Há 5 anos
Palestra - Entropia e Risco Financeiro
Flavio Abdenur
•
Há 8 anos
Machine Learning for Time Series, Strata London 2018
Mikio L. Braun
•
Há 5 anos
10 Ways Backtests Lie by Tucker Balch
Quantopian
•
Há 9 anos
Peculiarities of Volatilities by Ernest Chan at QuantCon 2016
Quantopian
•
Há 8 anos
Memory Management In Python The Basics
Nina Zakharenko
•
Há 7 anos
Promises - The Unsung Heroes ofJavaScript
Dean Radcliffe
•
Há 8 anos
MongoDB - Tudo o que você precisa saber - FISL16
Christiano Anderson
•
Há 8 anos
DataFrames: The Extended Cut
Wes McKinney
•
Há 8 anos
How to name things: the hardest problem in programming
Peter Hilton
•
Há 9 anos
Design Beautiful REST + JSON APIs
Stormpath
•
Há 11 anos
Shut up and give me the data
Ana Paula Gomes
•
Há 8 anos
Work-Life Balance For Passionate Geeks - #OpenWest
Joshua Warren
•
Há 8 anos
Internet das Coisas com Java e Things API
Globalcode
•
Há 11 anos