Personal Information
Entreprise/Lieu de travail
London, United Kingdom United Kingdom
Profession
Economist, fmr. chief Central Bank, MSc Finance Univ Birmingham (UK), Risk Certified (CRM), Finance (2 IMF Derivatives)
Secteur d’activité
Finance / Banking / Insurance
À propos
Javier offers over twenty years of Central Banking Expertise (FX and Monetary policy), Central Bank of Venezuela.
Main Expertise: a) Econometrics Forecasting and Quantitative Analysis (CLRM Classical Linear Regression Model, Univariate Models (Autoregressive Models ARIMA, AR, MA), VAR Models, GARCH to estimate volatility, Long run relationship Cointegretion, Monte Carlo Simulation, b) Risk Management (CRM Certificated Johnathan Mun, Wiley Finance, USA) licensed Risk Simulator Software, c) Finance (2 IMF courses Washington and Brasilia regarding Derivatives products and new Financial Instruments), d) Optimization Security Analysis and Portfolio (Optimal Sharpe, Efficient Frontier), Inves...
Mots-clés
montecarlo simulation
binary regression models (logit and probit)
garch and arch models for volatility
conitegration
var models (vector autoregressive models)
univariate time series models
classical linear regression model
regresion simple y múltiple. classical linear reg
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