Computational Optimization Methods in Statistics, Econometrics and Finance

Benoit was born in Ste Catherine, France and graduated in “Computer Science and Software Engineering” from the University of Technology of Compiegne (MSc degree - 2006). He holds another MSc degree in Applied Mathematics (Image processing, Classification and Learning) from Ecole Normale Superieure de Cachan (2006). After one year spent working at Credit Agricole Asset Management (Paris), he joined the COMISEF Network in December 2007 as an Early-Stage Researcher and a Ph.D.-candidate at Birkbeck, University of London under the supervision of Professor Helyette Geman. His areas of interest include Derivates Pricing and Hedging, Derivatives Trading, Portfolio Management and Financial Asset Modelling in general. He is currently working on Commodities (spot and forward models).