Matt A.V. Leduc

 

Ph.D candidate.

Dept. of Management Science and Engineering

Stanford University

 

 

 

 

CONTACT

 

 

 

Interests

 Financial Econometrics, High-Frequency Econometrics, Stochastic Volatility Modeling, Probability Theory, Credit Derivatives, Asset Pricing, Market Microstructure

 

 

 

Short CV

 

Education

           

   Stanford University, USA

     PhD.  Management Science & Engineering, since Sept 2007

 

   Stanford University,  USA

      M.S. Mathematical Finance, 2006

      M.S. Statistics, 2007

 

   McGill University, Canada

      B.Eng. Electrical Engineering, 2005

 

experience

Evenine-Vaughan Associates (and Stanford University), Stanford, USA

• Quantitative Research (Volatility Modelling), 2007

Barclays Global Investors, San Francisco, USA

• Trading Research Analyst (Equity Short-Term Trading), 2006

Barclays Global Investors, San Francisco, USA

• Analyst (Fixed Income Research), 2005

Canadian Space Agency, Canada

• Research Engineer (Applied Mathematics), 2004