Contact: camilo [dot]
hernandez [at] columbia [dot] edu         

500 West 120th Street
New York, NY. 10027 

I'm a second year PhD student in the IEOR department at Columbia University in New York. My advisor is Dylan Possamaï. Prior to joining Columbia I attended Universidad de los Andes in Bogotá, Colombia from which I hold a M.Sc. degree in Mathematics and B.Sc. degrees in both Mathematics and Economics.

My research interests are:
  • Stochastic Differential Equations (SDEs), Backward SDEs (BSDEs) and applications.
  • Optimal Stochastic Control.
  • Distributionally Robust Optimization.

More information available on: CV. Google Scholar. Arxiv.