Sylvestre Burgos
 Sylvestre BurgosBSc in Mathematics (Université Paris 6), Diplome d'Ingenieur (Ecole Centrale Paris), MSc in Mathematical and Computational Finance (University of Oxford)
eMail:
Sylvestre [dot] Burgos [-at-] maths [dot] ox [dot] ac [dot] uk CV: SylvestreBurgos_CV_111017.pdf Phone Number(s):
Reception/Secretary: +44 1865 273525
Mathematical Institute |
Research Interests:
I am a third year DPhil student at the Mathematical and Computational Finance Group/Oxford-Man Institute of Quantitative Finance. I hold a BSc in Mathematics (Universite Pierre & Marie Curie - Paris 6), a Diplome d'Ingenieur (MSc in Engineering - Ecole Centrale Paris) as well as an MSc in Mathematical and Computational Finance (University of Oxford). I am a member of the Oxford-Man Institute of Quantitative Finance. My Supervisor is Prof Mike Giles and I am a scholar of Lady Margaret Hall. My research focuses on improving Monte Carlo methods. I am currently working on the recent Vibrato and Multilevel Monte Carlo techniques and their use for the computation of Greeks. Prizes, Awards and Scholarships:
Oxford-Man Institute of Quantitative Finance Scholarship 2011-2012 Oxford-Man Institute of Quantitative Finance Scholarship 2010-2011 Lady Margaret Hall Divisional Scholarship 2009-2010 Lady Margaret Hall scholarship for the best candidate in the Mathematical Physical and Life Sciences Division 2008-2009 Major/Recent Publications:
"Computing Greeks using multilevel path simulation" in Monte Carlo and Quasi Monte Carlo Methods 2010, Springer Verlag, late 2011 Teaching:
Supervisor: Structured Projects in Mathematical Modelling and Numerical Computation, Part B, 2011-2012 Class tutor: Numerical Methods, MSc MCF, 2011-2012 Supervisor: Structured Projects in Mathematical Modelling and Numerical Computation, Part B, 2010-2011 Class tutor: Numerical Methods, MSc MCF, 2010-2011 Class tutor: Introduction to probability, MSc MCF, 2010 TA: Numerical Methods, MSc MCF 2009 - 2010 |
This page is maintained by . Please use the contact form for feedback and comments.