Sofiene El Aoud
- Quantitative finance.
- Stochastic/statistical modelling.
- Optimal stochastic control of trading strategies.
- Prediction theory.
- 2012 – 2015: PhD in Quantitative Finance – ECP
- 2010 – 2011: MSc in Statistics and Applied Mathematics – Université Paris VII
- 2008 – 2011: Engineering degree – ENSAE
- Calibration of a stock’s beta using option prices. SSRN
- A stochastic control approach for option market making. SSRN
- On the joint dynamics of the spot and the implied volatility surface. SSRN
- A stochastic control approach for option market making: Quantitative methods in finance, Sydney, 12/2014.
- Calibration of a stock’s beta using option prices: Bachelier Finance Society, 8th World Congress, Brussels, 05/2014.
- Options pricing in a CAPM model with stochastic volatility: Statistical modeling, financial data analysis and applications, Venice, 09/2013.