I did my PhD in Statistics at the Statistics Department of the University of Warwick. I worked under the supervision of Professor Vassili KolokoltsovLink opens in a new window and Dr. Sigurd AssingLink opens in a new window.

My main research projects were related to nonlinear Stochastic Processes, Stochastic Calculus, and Stochastic Volatility Models. In addition to these topics, I am very interested in Financial Mathematics, Economics, and Programming.

• In 2011, I obtained my MSc in Mathematics, Statistics and Probability at the Center for Research in MathematicsLink opens in a new window. I focused on Stochastic Processes and Random Matrices Theory. The title of my dissertation was "On Gaussian Approximations to Haar Distributed Matrices".

• In 2009, I completed my BSc in Applied Mathematics at the Technological University of the MixtecaLink opens in a new window. I received the summa cum laude honour and the highest distiction for my dissertation "A Probabilistic Approach to Credit Risk Models".

My reserach interests include:

• General Probability Theory
• Stochastic Processes
• Partial Differential Equations
• Stochastic Calculus: Ito and Malliavin
• Financial Mathematics

You can find more information about my current research Here.

Besides of Mathematics, I am very keen on learning about

• Finance
• Economics
• Programming
• Women's Studies

Dialid Santiago

Address

Room: R225
Ramphal Building
University of Warwick, Coventry, UK
CV4 7AL

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@DialidSantiago

"Dancers in Blue"

(1980) by French artist Edgar Degas