Hoang Dung NguyenPhD Student at Université Paris CitéSpeaker
Profile
Hoang Nguyen is a final-year PhD student in applied mathematics at Université Paris Cité, under the supervision of Professor Stéphane Crépey. Hoang has done three years in the enterprise risk management team at Natixis, which funded his PhD grant. His thesis research focuses on statistical learning in finance: conditional risk measures, static replication, and sensitivities.
Agenda Sessions
PhD poster sessions
, 13:00View SessionCVA sensitivities, hedging and risk
, 14:05View Session