Monty works as a quant trader focusing on fully systematic strategies for options. He earned his Ph.D. in Mathematics from the Courant Institute of Mathematical Sciences in May 2018. He received an M.S. (diplome d’ingenieur) from Ecole Centrale Paris, France, and an M.S. in Applied Mathematics and Physics from Columbia University, in 2013. His research interests include optimal mass transportation and its connections with partial differential equations, probability, and optimization, as well as its applications in data science and Finance.
SELECTED PUBLICATIONS
On theoretical and numerical aspects of optimal transport and its regularizations (September 2018)
