Jasmin-Mae B. Santos




Instructor 7
Institute of Mathematics
University of the Philippines 
Diliman, Quezon City, 1101
email: jsantos@math.upd.edu.ph


EDUCATIONAL ATTAINMENT

  • Ph.D. Mathematics, University of the Philippines Diliman, December 2016.

                     THESIS: On the Generalized Yunus Equation for Microcredit

  •  M.S. Applied Mathematics, University of the Philippines Diliman, June 2011 

                  THESIS:  Parameter Estimation of the Cox-Ingersoll-Ross Interest Rate Model Using the Generalized Method of Moments

  • B.S. Mathematics, University of the Philippines Diliman, April 2008.

       THESIS:  The Space of Distributions


ACADEMIC POSITIONS

  • Instructor 7, Institute of Mathematics, College of Science, UP Diliman, October 2011 to present.
  • Instructor 1, Institute of Mathematics, College of Science, UP Diliman, June 2008 to September 2011.


RESEARCH INTERESTS
  • Microfinance
  • Probability
  • Stochastic Calculus 
  • Partial Differential Equations 


PROGRAMS/SEMINARS/WORKSHOPS ATTENDED
  • International Conference on Partial Differential Equations: General Theory and Variational Problems, Costabella Tropical Beach Hotel, Cebu, Philippines, 11-15 January 2015.
  • ERASMUS MUNDUS Mobility with Asia 4 - West Dissertation Research Program, Université de Nice - Sophia Antipolis, France, September 2014 - July 2015.
  • CIMPA-Philippines School on Pardtial Differential Equations: Analysis, Numerics and Applications to Floods and Tsunamis, University of the Philippines - Diliman, 23 June - 04 July 2014.
  • CIMPA-UNESCO Research School on Current Trends in Computational Methods for Partial Differential Equations; Indian Institute of Science, Bangalore, India, 08-19 July 2013.


SCIENTIFIC PRESENTATIONS

International Conferences

  • Randomness of Interest Rates in Microcredit, Asian Mathematical Conference, Bali, Indonesia, 25-29 July 2016.
  • Distribution of Implicit Interest Rate for Microcredit (Marc Diener (speaker) & Francine Diener [http://math.unice.fr/~mdiener], Université de Nice - Sophia Antipolis, France); 2015 Joint Meeting AMS / EMS / SPM, Porto, Portugal; 10-13 June 2015. 
  • Parameter Estimation of the Cox-Ingersoll-Ross Interest Rate Model Using the Generalized Method of Moments (Dr. Emmanuel Cabral, Ateneo de Manila University, Dr. Marian Roque, University of the Philippines Diliman); 6th SEAMS-GMU International Conference on Mathematics and Its Applications, Gadjah-Mada University, Yogyakarta Indonesia; 12-15 July 2011. 

 National Conferences and Symposia                  

  • Parameter Estimation of the Cox-Ingersoll-Ross Interest Rate Model using the Generalized Method of Moments; 2011 Mathematical Society of the Philippines Annual Convention; University of Santo Tomas; 20-21 May 2011.
  • Spectral Properties of Differential Expressions with Exponentially Decaying Coefficients in the weighted-L2 Space; 2010 Mathematical Society of the Philippines Annual Convention; Montebello Hotel, Banilad, Cebu City; 20-21 May 2010. 

 
THESIS ADVISEES

BS
  • John Bryan E. Batalla, On the Predictability of Stock Returns with Nearly Integrated Predictors using an Additive Model with Non Parametric Estimation, April 2014.
  • Yvon Noelle A. Salamat, On the Analysis of Numerical Methods used in Option Pricing, April 2014.
  • Gabriel Paulo P. Remigio, Affine Term Structure of the Vasicek and CIR Short Interest Rate Models, April 2013.
  • Christian Roy Tia,  Inversion Formulas for Option Pricing, April 2013.