| Carlos Castro | Short Bio | Research | Teaching | Outside Activities | Finance | Jupyter Notebooks |
I started working in Finance because my PhD scholarship at ECARES was funded by a Belgian bank interested in econometrics of portfolio credit risk. For that reason most of my doctoral coursework was in mathematical finance and statistics, latter on I learned financial economics while visiting INSEAD.
Most of my research is based on finding new ways to approach a problem or current topic in finance from a statistical point of view, most of the time this implies coding and an illustrative application.
I am also heavily involved in building an academic and practitioner community in finance in Colombia and Latin America