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ojly_achraf

Ojly Achraf

@ojly_achraf

Quantitative Analysis and Stochastic Modeling for Finance and Decision Making

Marocco
Inglese, Francese, Arabo
Alcune informazioni sono riportate in lingua inglese.
Chi sono
I am a quantitative analyst with a hybrid profile, specializing in stochastic calculus (SDEs) and decision statistics. I work on projects involving: advanced mathematical modeling, Black-Scholes-Merton option pricing, volatility analysis, Monte Carlo simulations, Derivatives Pricing, and Time Series Analysis. I use programming languages and environments such as: Python, R, and MATLAB. I prioritize the accuracy of mathematical models, robust and efficient code, professional communication, and high-quality decision-support solutions.... Continua a leggere

Competenze

o
ojly_achraf
Ojly Achraf
offline • 
Tempo di risposta medio: 1 ora

Consulta i miei servizi

Modeling finanziario
I will build a black scholes and monte carlo option pricer

Portfolio

Esperienza lavorativa

Sidi_Mohamed Ben Abdellah University

Internship at the Laboratory of Modeling, Applied Mathematics, and Intelligent Systems

Sidi Mohamed Ben Abdellah University • Full time

Mar 2023 - Jul 20263 yrs 4 mos

As part of my end-of-studies project, I am currently completing a research internship at the Laboratory of Modeling, Applied Mathematics, and Intelligent Systems. My work applies advanced stochastic modeling and statistical decision-making to the project: 'Numerical Analysis and Rare Event Simulation: The Cramér-Lundberg Risk Model.' Through this research, I am developing, theoretically validating, and comparing robust numerical methods to accurately quantify insolvency risk and estimate ruin probabilities, particularly when dealing with rare events and complex claim distributions.