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 Mathematics. 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 Mixteca. 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
- Women's Studies
D dot Santiago at warwick dot ac dot uk
University of Warwick, Coventry, UK
"Dancers in Blue"
(1980) by French artist Edgar Degas