Serdar SEN

                                                                    Mathematical and Financial Engineer                                                                            Tel: +336 17 95 70 65 | Mail:

Core Subjects

Throughout my course at ESILV, I acquired an in-depth knowledge and understanding of financial mathematics. This includes financial mathematical theory and modelling, along with probability theory and programming which is then applied for instrument pricing, modelling interest rates and risk management.

Here are the core subjects of my course at ESILV :

  • Stochastic processes
  • Econometrics and Time Series (Least Square Estimator, ARMA, ARIMA, GARCH)
  • Valuation of Option (Binomial, Black-Scholes, Monte Carlo, Finite Difference)
  • Empirical finance with Matlab
  • Statistic : Sampling and Estimation, Generalized and Multiple Linear Model, Data Analysis
  • Derivative Securities Pricing and Hedging
  • Advanced Fixed Income with Bloomberg (Bonds, Asset Swap, Credit Default Swap)
  • Risk Management (Market risk,interest rate risk, credit risk) - Value at Risk
  • Corporate Finance
  • Foreign Exchange Market
  • Energy Market
  • Programing in C++, C# (WPF, ASP.NET), VBA, SQL, Matlab


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