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Renaud Fadonougbo, George O. Orwa: Jump Adapted Scheme of a Non Mark Dependent Jump Diffusion Process with Application to the Merton Jump Diffusion Model, International Journal of Statistics and Probability.

Renaud Fadonougbo

Currently a PhD candidate, Renaud Fadonougbo is a former student of IERPE, where he obtained a Master’s degree in Public Economics and Applied Statistics. He also holds a joint Master’s degree in Mathematical Finance from Pan African University Institute for Basic Sciences and Technology and Jomo Kenyatta University of Agriculture and Technology (JKUAT). He actually taught at JKUAT in the statistics and actuarial department as a part-time lecturer.

Renaud serves as Adjunct professor at ASE and as Associate at the Institute of Finance and Management (IFM).

His research interests are Stochastic modelling, financial risk measurement, Option pricing and Financial Econometrics.