A.W. van der Stoep MSc
2007-2010: Bachelor Applied Mathematics with honours, University of Twente, Enschede, The Netherlands.
2010-2012: Master Applied Mathematics, track: Financial Engineering. University of Twente, Enschede, The Netherlands.
2012-present: PhD student in Financial Mathematics, TU Delft / CWI / Rabobank, The Netherlands.
May 2016-present: pricing model validator at Rabobank, Utrecht, The Netherlands.
Problems in financial mathematics, in particular related to Monte Carlo simulation, calibration and stochastic local volatility models.