People

Nadhir Ben Rached

Previous Members
Master Student

Introduction

​​Engineer from Ecole Polytechnique de Tunisie. My speciality is Economy and Scientific Management. This option is based on modeling financial and economic issues using mathematical tools. My graduation project, entitled '' Adaptive Monte Carlo Euler method for options with low regularity payoffs'', aims to approximate the price of options whose payoffs are non smooth with the optimal computational cost.
Now, I am carrying out my master degree on Applied Mathematics and Computational Science at KAUST.

Research Interests

  • Computational Finance
  • Stochastic Differential Equations
  • Numerical Analysis

Selected Publications

Graduation Project, Adaptive Monte Carlo Euler method for options with low regularity payoffs, N. Ben Rached, R. Tempone, E. von Schwerin


Education

  • 2009-2012 Engineer of Scientific Economy and Management, Ecole Polytechnique de Tunisie, Tunisia
  • 2012- Master of Applied Mathematics and Computational Science, KAUST, Saudia Arabia

Awards

  • 2009-2012 EPT Scholarship, Ecole Polytechnique de Tunisie, Tunisia
  • 2012- KAUST Fellowship, King Abdullah University of Science & Technology, Saudi Arabia