100% SATISFACTION GUARANTEED

J'effectue actuellement un stage au sein du département Trading Exotic de la SGCIB New York, et je désire donner des cours de soutiens et d’approfondissements en Mathématique et en Physique Chimie, de la Sixième à la Terminale.
Je propose des méthodes de travail et de concentration efficace, que j'utilisais lorsque j'étais en classes préparatoires et qui ont fait leurs preuves lors des précédents petits cours que j'ai donnés, j’apporte également mon expérience dans les situations délicates ou il faut avant tout remotiver l’élève face à ses difficulté, en lui redonnant confiance en lui et en apportant un regard nouveau et intéressé sur des matières qu’il a pu mettre de coté.

Student satisfaction is my objective, but only for those who want to quench their knowledge thirst.

Adjunct Professor of Finance at (USA) Hofstra's Zarb School of Business and an Instructor at NYU is available for basic and advanced finance topics, whether practical or theoretical, and business communications (both verbal and written skills). I have over 5 years teaching undergrads and post graduates in portfolio management, fixed income, equity derivatives, futures, options and other derivatives and corporate finance. I also have over 20 years practical experience in these areas with first tier firms and my own firm (in Futures and options, both listed and OTC and presently corporate finance advisory along with consulting on a new futures/Commodities firm which can assist you in understanding real world applications and examples. My students come from both finance and non-financial backgrounds. I am flexible in my schedule, location and pricing and will work with you to achieve an A in your class or assignment or excel in your career. I presently tutor graduate and undergraduate students in test prep with a NY based company on a contract basis.

Common discipline covered, Econometrics (with applications in R, Stata, SPSS, Eviews, Gretl), Statistics, Financial Mathematics, Quantitative Support for Master Degree Thesis (from Regressions to all statistical applications), Risk Management, Mathematics, Computer Science

I help with assignments, exams, presentations, advanced research, dissertations, big programming projects and general skill enhancement. Proficient in all major statistical packages, R, SPSS, Stata, Matlab, EViews, Gretl.


Technical Skills (application and often implementation from scratch),

1) Econometrics, Multivariate Regression, Discrete variable models (i.e. Logit), Time series models (i.e. AR/MA, ARCH/GARCH), Vector AutoRegressive model (VAR), Cointegration (Engle-Granger, VECM), Long-memory process (Fractional Integration), Regime switching models (Hamilton Filter), Kalman Filter, Unobserved Components ARIMA model, Beveridge-Nelson decomposition (Hansen's approach), Copula methods, Metropolis-Hastings algorithm, Black-Litterman model (Meucci's approach), Hierarchical Risk Parity

2) Quantitative Trading (Mid-High Frequency Trading), Stat Arb & Pairs Trading models, Order Imbalance & Order Replenishment effects on intraday returns, Optimal Setup of Entry-Exit Trading Triggers for Quant Trading Strategies, Stat Arb Bertram Model, Data sampling rules for non equally-spaced data (time vs. volume clock for high freq data), Bid-Ask Bounce Bias & Sahalia Method for Microstructure Noise Estimation & Test, Hayashi-Yoshida Lead-Lag Index, D'Aspremont Method for Mean Rev Portfolios, Market Fragmentation in Financial Markets, High-Low prices & Pivot Points Trading rule, Trend Following Strategy, Avellaneda-Stoikov Model for Optimal Trading Execution

3) Risk Management, P&L production & analysis for energy Trading, VaR & Profit at Risk for energy Trading, Merton approach for Credit VaR with/without credit rating migrations, EVT & Copula-based VaR, Stress Test models, Structured Credit Models for Regulatory Risk-Transfer, Additional Value Adjustments for Balance Sheet, Risk Aggregation, Model Risk, Interpolation Methods for multi-year PD Term Structure, Methods for Semidefinite-Positive Corr Matrix Adjustment

4) Financial Mathematics, Longstaff-Schwartz, HJM model (Glasserman's scheme), Greeks with Finite Difference Method, CPPI Products & Cushion Multiplier Setup

5) Machine Learning, Support Vector Machine, Decision Tree, Principal Component Analysis & Regression, XGBoost, Random Forest