Sydney Financial Mathematics Workshop

Sponsored by

Westpac

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On the Super-Replication Approach for American Multiasset Derivatives

Presented by:

Camelia Tiplea, Westpac Banking Corporation

Time:	5:15-7:00 pm
Date:	Wednesday 31 August 2011
Venue:	Westpac Conference Centre, Plaza Level, 60 Martin Place, Sydney

Abstract

About the speaker

Camelia Tiplea holds a Mathematics Degree in PDEs from "Universitatea de Vest", Timisoara (Romania) and a DEA in "Modèles et Méthodes Mathématiques Appliqués en Economie" from Université Paris 1. She spent 3 years at Scuola Normale Superiore in Pisa (Italy) on a PhD scholarship in Mathematics and collaborated with the School of Mathematics and Statistics at UNSW before moving to work as a quant in 2004. After an internship at BNP Paribas New York, she moved to Milan, where she spent more than 6 years as a Front Office Quantitative Analyst, first at Banca Aletti and then at Intesa San Paolo Group in Milan (Italy).

She is currently a senior quantitative analyst in the Market Risk team at Westpac.