EDUARDO CEPEDA

Miembro - Matématico

Contacto:

 Quantitative Research Analyst at TOBAM (Paris)

eduardo.cepeda[at]m4x.org

Temas de Interés:

  • Quantitative Finance
  • Quantitative Research
  • Financial Modeling

Eduardo Cepeda

CV Español / Français


Recorrido:

  • 2017 - Actualmente Quantitative Research Analyst en TOBAM
  • 2013 - 2017: Quantitative Research Analyst en Kepler Cheuvreux
  • 2009 - 2013: Tesis doctoral (Ph.D.) en la Université Paris-Est
  • 2006 - 2007: Master Probability and Financial Modelling de Université Denis Diderot (Paris VII)
  • 2003 - 2007: Ingeniero de la Ecole Polytechnique

Publicaciones:

4) Stochastic coalescence multi-Fragmentation processes
Stochastic Process. Appl. (2016)

3) Portafolio de consumo: Problema de Merton
Analítika/INEC (2011)  

2) Smoluchowski's equation: rate of convergence of the Marcus-Lushnikov process
Stochastic Process. Appl. (2011)   

1) Well-possedness for a coagulation multiple-fragmentation equation
Differential and Integral Equation (2014)  


Tesis Doctoral:

Título de la Tesis: Contribution a l'étude probabiliste et numérique des équations homogènes de coagulation - fragmentation

Tesis defendida en la Université Paris-Est

Director de Tesis: Nicolas Fournier