Second year DPhil Student.
Oxford Centre for Industrial & Applied Mathematics (OCIAM), University of Oxford , UK (2003 - present).
Research: Mathematics of Finance Derivatives.
Thesis: " Use local, implied and stochastic volatility obtained from market data to price exotic options"
Master of Science in Electrical Engineering.
Instituto Politécnico Nacional , ESIME, México, D.F. (1995-1998).
Specialization: Automation and Systems Control.
Thesis: Approximate Modelling and Simulation of a Multicomponent Distillation Tower .
Grade Point Average (GPA) = 9.1.
Bachelor of Science in Industrial Mechanical Engineering .
Instituto Tecnológico de Puebla , México (1990-1994).
Specialization: Manufacturing Design.
Thesis: Cooling Tower Prototype applied to a Laboratory.
Grade Point Average (GPA) = 8.74.
Conferences / Thesis Supervisor / Publications
. Conferences given: 2nd Engineering International Congress CALMECA 2001
Topic presented "Mathematics Applied to the Industry", Veracruz , México 2001.
. Supervisor of Bachelor dissertation at University of La Salle , Mexico (Feb 2001).
Subject: "Simulator of a Binary Distillation Column".
. Publication: David Romero, Alexander Poznyak and K.E. Schmitz Abe.
"Approximate Modelling and Simulation of a Multicomponent Distillation Tower ".
Third Conference in Electrical Engineer, IPN, Mexico , 95-104, September, 1998.
SEMINARS and courses:
web site : http://www.maths.ox.ac.uk/~schmitz/