Pricing Partners
- Intern - Quantitative Financial Analyst
2013 - 2013
- Pricing of Structured Products and OTC Derivatives on all types of assets (Equity, Fixed Income, FX, Commodities and Credit),
- Provide daily pricing analysis,
- Master Thesis: Study of an alternative pricing method using Copulas for multi-assets options (Monte Carlo Method with Copulas, analysis impact of the correlation on the price, application on a "Worst of" product)
