Valuation of asian option with variance reduction monte carlo method

Hi! My name is Fernando Téllez. I am a senior year student of electrical engineering at Universidad Simón Bolívar (USB), one of the most prestigious universities in my country (Ranked 34° at the QS University Rankings: Latin America 2015). I code using matlab ON A DAILY BASIS to solve any kind of engineering, logical, statistical and mathematical problem.

I DO NOT OUTSOURCE I have been a freelancer for the past 8 years, I believe that my experience and skill in this background will prove to be of great help to you. Contact me to discuss more on the details

My skills include: Data Visualisation and analysis using python Excel Linux OS (Parrot Sec, Ubuntu server, Fedora server, Debian) PHP Python Flask Python SQL alchemy and database scripts, SQL, Maria DB Java android Similar projects: Native Payment payment system (Proof of concept) built in python, APIs built in PHP and Flask. The system was functionally tested on Parrot Sec OS.

Hello I submit myself for consideration for the Monte Carlo valuations task. I am a quantitative analyst with a thorough grounding in mathematics of finance. My experience has been both in the consulting world having worked in the actuarial team of one of the big 4 and also at a bank. This depth of understanding and breadth of experience well arms me for the task. Happy to discuss the context of your task and timelines. Thanks. Alvin