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.