Eduardo Abi Jaber

Upcoming talks

Eduardo Abi Jaber

Stochastic invariance [SDE, Jump-SDE, Slides]

Information

I am currently a postdoctoral researcher under the supervision of Prof. Mathieu Rosenbaum at Ecole Polytechnique.

I completed my PhD in 2018 under the supervision of Prof. Bruno Bouchard and Prof. Jean-David Fermanian (CIFRE funding from AXA-IM, with supervisor Dr. Camille Illand).

More information: LinkedIn profile.

Research interests: stochastic Volterra equations, affine processes, stochastic invariance/viability, rough volatility modeling.

Mail: eduardo.abi.jaber@gmail.com

Awards and grants

Publications

Preprints

Published/Accepted

Thesis

Other publications

Conferences, seminars and presentations

Talks

Seminars

Attended without presentations

Professional presentations

  • Regular presentations to the QuantLab at AXA Investment Managers, Paris, France. Lifting the Heston model (April 26, 2018), Affine Volterra processes and applications : an introduction (May 4, 2017), Affine processes on non-linear state spaces (May 3, 2016), Linear quadratic term structure (September 30, 2015).


Teaching

  • 2017-2019: Jump processes, Tutorial classes M2 MASEF, Université Paris Dauphine.
  • 2016-2019: Valuation and No Arbitrage, Tutorial classes M2 MASEF, Université Paris Dauphine.