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Farid Moussaoui
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Farid Moussaoui
Rue D●●●●●n 33A
Ge●●ve , 1203
CH
View this contact
Farid Moussaoui
Rue D●●●●●n 33A
Ge●●ve , 1203
CH
View this contact
Farid Moussaoui
Rue D●●●●●n 33A
Ge●●ve , 1203
CH
View this contact
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Farid Moussaoui's Web Page | mfquant.net Reviews
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Farid Moussaoui's web page
mfquant.net
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Farid Moussaoui's web page
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Numerical simulation, Modelling. Quantitative Analysis from risk management to asset allocation. Market and Operational risk management (VaR computations). Portfolio optimisation algorithms by heuristic methods. Back-testing framework (any time-scale). Extensive use of Bloomberg and Reuters terminals (and APIs). Fast PDE solvers for option pricing. Multi-language developer (C/C /C#, R, Matlab, Excel/VBA, Fortran). Finance : OpVar (Algorithmics's Operational Risk Engine) , Bloomberg, Datastream.
Farid Moussaoui's web page
http://www.mfquant.net/index.html
Phd in Applied Mathematics (Paris XI). Certificate FAME, Swiss Finance Institute. E-mail: mf (at) mfquant.net.
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Farid Moussaoui's Web Page
Skip to main content. Phd in Applied Mathematics (Paris XI). Certificate FAME, Swiss Finance Institute. E-mail: mf (at) mfquant.net.
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