Enrique A. ter Horst Gomez

 

Professional Address
 
Duke University
I.S.D.S. Box 90251
Durham, NC 27708-0251
(919) 684-4558
fax: (919) 684-8594
enrique@stat.duke.edu
http://www.stat.duke.edu/~enrique

 


RESEARCH INTERESTS

 

Mathematical finance. Focus on option pricing and jump-diffusion models

Implementation of Bayesian analysis and stochastic processes in option pricing theory

Interplay between theory and practical issues in finance

Thesis under the supervision of Professor R. L. Wolpert

 


EDUCATION

 

DUKE UNIVERSITY
http://www.duke.edu

Institute of Statistics & Decision Sciences
Durham, North Carolina
http://www.stat.duke.edu

Ph.D. in Statistics. Expected in 2003

M.S. in Statistics. 2001

 

LOUIS PASTEUR UNIVERSITY
http://www-ulp.u-strasbg.fr

Faculty of Economics & Management
Strasbourg, France
http://cournot.u-strasbg.fr/diebold/webeco.htm

Master's Degree in Economics. 1999
Concentration: Money & Finance

Bachelor's Degree in Econometrics. 1998
Concentration: Econometrics

Ordinary Degree in Economics. 1997
Concentration: Economic Analysis

 

ANDRES BELLO UNIVERSITY
http://www.ucab.edu.ve

Faculty of Economics & Social Sciences
Caracas, Venezuela
Facultad de Ciencias Económicas y Sociales

Second Year Diploma in Economics. 1996

 


LANGUAGE SKILLS

 

Spanish, English, French: native speaker

German, Italian: fluent

 


COMPUTER SKILLS

 

Operating system: Unix, Windows

Languages: S Plus, C in studying

Shazam, Rats, Minitab, Latex

 


TEACHING EXPERIENCE

 

Statistical Inference

http://www.stat.duke.edu/courses/Spring02/sta215/index.html              

 

Teaching Assistant to Professor Robert L. Wolpert

Spring 2002, Duke University

 

Probability & Statistical Inference
http://www.stat.duke.edu/courses/Fall01/sta103/index.html

Teaching Assistant to Visiting Assistant Professor Somesh Chattopadhyay
Fall 2001, Duke University

           

 Probability & Statistical Inference
http://www.siss.duke.edu/Schedule/0845/STA/103/

Full Instructor
Summer Session 2001, Duke University

 

Probability & Statistics in Engineering
http://www.stat.duke.edu/courses/Spring01/sta113/

Teaching Assistant to Assistant Professor Athanasios Kottas
Fall 2000 & Spring 2001, Duke University

 

Statistics & Data Analysis in Social Science
Schedule of Courses

Full Instructor
Summer Session 2000, Duke University

 

Probability & Statistics in Engineering
http://www.stat.duke.edu/courses/Fall99/sta113/

Teaching Assistant to Professor Mark Vangel
Spring 2000, Duke University

 

Statistical & Data Analysis - Psychology/Biological Sciences
Statistics 110E -- Statistical and Data Analysis-Psychology/Biological Sciences

Teaching Assistant to Associate Professor Merlise Clyde
Fall 1999, Duke University

 


DISSERTATION

 

LOUIS PASTEUR UNIVERSITY

Faculty of Economics & Management
Strasbourg, France
Master Thesis

"The Advantages and Limits of Free Trade"
Advisor: Professor Claude Schwob
Thesis centered on the North-south Trades Implications

 


GPA AND REFERENCES

 

Available upon request

 

 

Enrique ter Horst
February, 2002