Yuri Fahham Saporito

Holds a bachelor’s degree in Applied Mathematics from the Federal University of Rio de Janeiro (2008), a master's degree in Applied Mathematics from the Federal University of Rio de Janeiro (2009) and a doctor’s degree in Mathematical Finance from the University of California, Santa Barbara (2014). Experienced in Quantitative Finance, Probability and Stochastic Processes, with emphasis on Stochastic Calculus, working mainly on the following themes: Functional Itô Calculus and Stochastic Volatility Models.

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Areas of interest: 

Quantitative Finance
Stochastic Volatility Models
Functional Calculation of Itô
Stochastic Analysis