Elie Bescont
Objective : Front Office Sales - Derivatives
I am currently studying business, management and financial engineering at INSEEC Business School (Paris - France) and through the book "Finance de Marché" (Roland Portait - Patrice Poncet - 2nd edition) which suggests an exhaustive description of primitive financial assets, most of the vanilla and exotic derivatives, and portfolio management and risk management theories.
I also read John Hull's masterpiece "Options, Futures, and Other Derivatives" (7th edition) which is known worldwide as the standard in finance (see my reading list below).
Besides, I watched Bob Shiller's "Economics 252 - Financial Markets" course (Yale University) on Youtube ( http://www.youtube.com/watch?v=D3aHciiVdvQ ).
Market finance is a fascinating subject which is part of my daily life, as my work in learning more about quantitative methods is dense and constant (skewness, kurtosis, GARCH...)
Other books I read or I'm reading (see my reading list below) :
- "Principles of Financial Engineering" (Salih Neftci - 2nd Edition).
- "Quantitative Methods in Derivatives Pricing" (Domingo A. Tavella).
- "Advanced Modelling in Finance Using Excel and VBA" (Mary Jackson, Mike Staunton).
- "Computational Finance Using C and C#" (George Levy).
- "Introduction to C++ for Financial Engineers" (Daniel J. Duffy).
...
My skills :
- Financial products (basic products, vanilla and exotic derivatives).
- Financial engineering (Wiener, Itô's Lemma, Monte Carlo, Black Scholes, GARCH, I-GARCH, VaR...)
- Technical analysis (supports and resistances, triangles, cups and handles, RSI, MACD, Bollinger Bands...)
- Langages : French (native), English (fluent).
- Softwares : Excel, Office, VBA, Word...
