Personal Information
Organization / Workplace
São Paulo Area, Brazil, São Paulo Brazil
Occupation
Quant
Industry
Finance / Banking / Insurance
Website
About
8+ years working with quantitative finance and software development for quantitative modeling (pricing, risk and data analysis).
Specialties: Value at Risk Systems
Pricing Systems
Software development (R, Python, C/C++, Java)
Quantitative Modeling
Simulation
Contact Details
Tags
finance
networks
forecast
data science
python
pricing
black & scholes
derivatives
agent-based model
microsimulation
toy model
stochastic
process
pandas
hilbert
space
neural
stochastic volatility
option
volatility
heston model
options
ggplot
matplotlib
visualization
analytics
ipython
business days
quantitative finance
financial services
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