Amsterdam, North Holland, Netherlands
US equity options
SNP and VIX options
Routing problems, iterated local search, genetic algorithms, heuristic methods
Probability - lecture course, undergraduate level Stochastic Calculus - lecture course, graduate level (Master 2): _Brownian motion, stochastic integration, Girsanov theorem, stochastic differential equations Malliavin Calculus - lecture course, graduate level (Master 2): _Gradient and divergence operators and Clark formula, Wiener chaos decomposition, stochastic distributions
Variational calculus on Wiener space, under the supervision of Ali Süleyman Üstünel.