Marco Abramo
-
Email
ma23270@essex.ac.uk -
Location
Colchester Campus
Profile
- financial derivatives pricing
- tensor product algorithms
Qualifications
-
Degree in statistics Universita Statale di Milano Bicocca (1998)
-
MSc Software Engineering Westminster University (2002)
-
Postgraduate Certificate in Mathematical Finance York University (2023)
Research and professional activities
Thesis
Tensor Product Algorithms for Derivatives Pricing
Supervisor: Dmitry Savostyanov