Isaque Pimentel is a quantitative finance researcher developing new numerical methods to solve problems with applications to finance and economics. Among others, his research activities include derivative pricing and hedging with asymmetric risk and numerical methods for dynamic programming equations.
After receiving his doctorate from Ecole Polytechnique, Isaque carried out a postdoctoral research project in Department of Applied Mathematics (CMAP) at Ecole Polytechnique, working on stochastic control problems with applications to finance and economics.
Isaque has experience with coding in C++, Python and Matlab and has given some talks on the new methodologies of derivative pricing and hedging. Isaque likes to write and talk about Machine Learning and Algorithm Trading.