Profil du prestataire barthbenj
Informations générales sur le prestataire barthbenj
Type de structure : non spécifié/autre
Date inscription : 03/01/2003
Dernière fois en ligne : 21/07/2022
Classement : classé 18 026ème sur 95 261 prestataires classés
Tags compétences
EXCEL VBA CREATION D OUTILS ET D APPLICATIONS PRICING DE PRODUITS FINANCIERS SQL JAVA PROGRAMMATION OBJETProfil détaillé du prestataire barthbenj
Domaines de compétence
| Languages | Programing: VBA, Java, C/C++, ADA, HTML, Shell Database: SQL Calculus : EViews, Matlab, SAS, R |
| Framework | Finance: Reuters 3000 Xtra, Reuters DataStream, Bloomberg Energy data sources : Pira, Argus, SGCIB Software: MS Office, Access Developing: Office IDE, Eclypse System: Linux/Unix, Windows CAD: CATIA V5R16 -R17, Solidworks |
| Methodologies | Finance: Stochastic Calculus, Monte Carlo Method, Finite Difference Method Principal Components Analysis, Value at Risk (VAR), Portfolio Modeling Programing: UML design, Knowledge based system |
| Operational | Trading: Swap’s Pricing, Hedging and Booking Data: Data processing, Data charting, Data acquisition Simulation: Pricing, Backtesting Programing: VBA Development |
Etudes
| School / University | ESSEC BUSINESS SCHOOL, PARIS – ADVANCED MASTER “FINANCE & ASSET MANAGEMENT” Computational Finance, Advanced Options, Advanced Stochastic Calculus, Portfolio Modeling, Risk Management UNIVERSITÄT KARLSRUHE KIT – GERMANY – MASTER DEGREE IN INFORMATICS Dissertation : “Application of knowledge-based systems in innovative developing”, obtained with distinction (A+) ENSIMAG – GRENOBLE – FRANCE – MASTER DEGREE OF ENGINEERING Stochastic Calculus, Markov Process, Modeling of Random Processes, Advanced Algorithmic | 2009-2011
2007-2009
2005-2007 |
| Languages | French (N), English (Fluent), German (Fluent) | |
