Paolo Montalbano  new_releases

Goal-driven and self-motivated Mathematician, passionate on Computational Finance. Web CV: http://paolo-montalbano.ml Github: https://github.com/pmontalb • Worked as a Quant Analyst and Financial Engineer with focus on technologies and implementations. • Specialised in Lattice Models, Trees, SDE solvers, Monte Carlo Pricing Engines. • Familiar with the OOP paradigm, proficient with C++, C# and Python. In my free time I love to work on small side projects. • Developed several projects with the use of STL, Boost, QuantLib, Armadillo, Math.Net, Linq, MKL, Numpy, Scipy and Pandas.