Kexin (Coco) SHAO
PhD student at Inria, Cermics, Ceremade
Introduction
I am a PhD Student in Applied Mathematics affiliated to three institutions: Inria Project Team MATHRISK, CEREMADE - Université Paris Dauphine, and CERMICS - École nationale des ponts et chaussées, under the supervision of Professor Agnès SULEM and Professor Benjamin JOURDAIN.
Research Interests:
- Martingale Optimal Transport.
- Probability Theory.
- Mathematical finance.
Curriculum Vitae
- Master of Science, Mathematics in Finance, New York University - Courant Institute of Mathematical Sciences (NYU Courant). New York, NY, USA. 2020.
- Bachelor of Science, Mathematics. Marietta College, Marietta, OH, USA. 2019
- Bachelor of Arts, Economics. Marietta College, Marietta, OH, USA. 2019
- Bachelor of Arts, Music. Marietta College. Marietta, OH, USA. 2019
- Société Générale CIB, Equity Derivatives Structuring. New York, NY, USA. 2021
- Credit Suisse, Market Risk Summer Associate. New York, NY, USA. 2020
Education:
Experiences:
Publications & Preprints
Conferences and Talks
- CEREMADE winter school 2022, Winter school for Young Researchers . 02/03/2022.
Teaching
- Project for 1A, Ecole des Ponts ParisTech. Project description.
- Scientific Computing in Finance, NYU.
Contact
Kexin (Coco) SHAO
2 Rue Simone IFF
75012 Paris
France
E-mail: kexin.shao@inria.fr