Nathan De Carvalho

PhD Student at Université Paris Cité

Speaker

Nathan De Carvalho is currently a PhD candidate in financial mathematics at Université Paris Cité supervised by both Eduardo Abi Jaber and Huyên Pham from École Polytechnique. With a background blending both engineering and pure mathematics, Nathan graduated from CentraleSupélec and Master 2 M2MO in 2021, and also studied machine learning at the Engineering Department of Cambridge University. His research focuses on quantitative finance, including the relationship between rough volatility and jump models, optimal trading under constraints and with concave market impact as well as multi-factor Heath-Jarrow-Morton models for commodity markets.”