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

Columbia UniversityIndustrial Engineering and Operations ResearchOffice: Mudd 321500 West 120th StreetNew York, NY. 10027

I'm a third 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:

  • Mathematical Finance.
  • Stochastic Differential Equations (SDEs), Backward SDEs (BSDEs) and applications.
  • Distributionally Robust Optimization.

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