Sébastien Lleo

Sébastien Lleo

  • 编者:Meteor
  • 阅读本文需5分钟
  • 发布时间:2021-10-18
  • 因子模型解读
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  Sébastien Lleo博士是法国NEOMA商学院金融学副教授。此前,他曾在加拿大从事投资管理和风险管理7年,并在英国和加拿大担任咨询职位。Sébastien是风险管理专著的作者,也是风险敏感随机控制和股市崩盘书籍的合著者。Sébastien拥有工商管理硕士、数学博士和社会科学博士学位。他也是CFA特许持有人、注册财务风险经理、专业风险经理和CQF校友。
  Dr.Sébastien Lleo is a professor of finance at Reims Management School in France,a lecturer on the Certificate in Quantitative Finance(CQF)at Fitch Learning in the UK and a visiting lecturer at the Frankfurt School of Finance and Management in Germany.Previously,he held a research position at Imperial College London in the UK.Before that,he worked seven years in the investment industry in Canada and held consulting positions.
  His main research interests include investment management,risk management,asset pricing,stochastic control and stochastic analysis.
  He holds a PhD in mathematics from Imperial College London(UK),a MBA from University of Ottawa(Canada),and a MSc in Management from Reims Management School(France).He is also a CFA Charterholder,a Certified Financial Risk Manager(FRM),a Professional Risk Manager(PRM),and a CQF alumnus.

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