Financial Engineering student at Grenoble INP – ENSIMAG, aiming for a career in quantitative finance (research / dev). I like turning mathematical models into clean, tested, reproducible code — especially stochastic processes and Monte-Carlo methods.
- 🎯 Focus: stochastic modeling, derivatives pricing, statistical estimation
- 🛠️ Stack: Python (NumPy / SciPy / matplotlib), C, R (shiny)
- 📚 Currently deepening: stochastic calculus, C++ for quant dev
- 🌍 Languages: Spanish · French · English · German · (learning European Portuguese)
- degradation-processes — R/Shiny app for Wiener & Gamma degradation models: simulation, MLE/moments estimation, and failure prediction via first-passage (inverse Gaussian). Same toolkit as first-passage barrier models in credit risk.
- galton-watson-diffusion — Information spread on social networks via branching processes: extinction probability as a generating-function fixed point, multitype Perron-Frobenius, SIR comparison. Connects to financial contagion / systemic risk.
- 📈 Interested in the bridge between applied probability and finance — first-passage times, barrier models, contagion dynamics.
- ✉️ Reach me: pacoalbertdiaz05@gmail.com or francisco.albert@grenoble-inp.org