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Sylvestre Burgos

 
Sylvestre Burgos

Sylvestre Burgos

Diplome d'Ingenieur (Ecole Centrale Paris), MSc in Mathematical and Computational Finance (University of Oxford)

  • DPhil Candidate

eMail: Contact Form

CV: Sylvestre_Burgos_CV.pdf

Phone Number(s):

Reception/Secretary: +44 1865 273525

Departmental Address:

Mathematical Institute
24-29 St Giles'
Oxford
OX1 3LB
England

Research Groups:

  • Mathematical and Computational Finance
Research Interests: 

 

I am a first year DPhil student at the Mathematical and Computational Finance Group. 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). 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: 

Lady Margaret Hall scholarship for the best candidate in the Mathematical Physical and Life Sciences Division 2008-2009

Lady Margaret Hall Divisional Scholarship 2009-2010 

Teaching: 
TA: MScMCF, Numerical Methods MT 2009 - HT 2010
Last updated by Sylvestre Burgos on Tue, 24/11/2009 - 2:01am.
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