Research interests
• Structured products
• Financial engineering
• Investment portfolios
• Financial risk management
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Professor José Antonio Climent Hernández received his Ph.D. in Economics (Finance) from the Instituto Politécnico Nacional, IPN (2013). He studied for a Master's Degree in Engineering (Operations Research) at the Universidad Nacional Autónoma de México (UNAM) (2004) and a Bachelor's Degree in Actuarial Science at the same institution (2001).
He is a member of the National System of Researchers (2016-2021) and has a Desirable Profile PRODEP (2015-2021). He obtained the Recognition of the 6th Magno Colloquio de Posgrado en Economía 2018, the Premio de Investigación Arturo Díaz Alonso 2017 in the area of finance and the Presea Lázaro Cárdenas 2014 in the category of doctorate.
He has taught more than 60 undergraduate courses for engineering, management, actuarial, mathematics, and physics degrees such as financial engineering, options valuation, financial derivatives, financial mathematics, actuarial mathematics of personal insurance I, cost engineering, decision analysis I and I, operations research I and II, probability and statistics, statistics applied to management I, statistics I and II, quantitative methods applied to management I and II, programming I, calculus instruments and programs, international trade.
He has also taught more than ten graduate courses: financial administration, financial fundamentals, the laboratory and workshop of probability and statistics, workshop of probability and statistics, introduction to demography and actuarial science, extension of coverage, economic factors affecting pensions.
Directed nine thesis works related to applications in insurance and pension issues, game theory, derivative financial products, strategic planning, systems engineering, and reengineering. He has participated in a master's thesis work with applications to investment portfolios.
More than ten research articles and four chapters in research books have been published. He has participated in the presentation of more than 65 research papers, dissemination, and extension of culture on topics such as derivative financial products, optimal consumption, optimal portfolios, parameter estimation, sample size for multipurpose surveys, optimization in aircrew allocation, financial mathematics, the use of databases, dynamic programming for option valuation, free software in research and teaching, and logistic regression in actuarial mathematics.
He participated in the keynote lecture "Actuarial mathematics of life insurance applied to social security: private pensions in Mexico".
He has been a consultant for 15 social services on topics of optimal portfolios, second degree equations, value at risk on derivative products, forwards and futures, SME calculator, simple random sampling, risk premiums and ongoing reserves, RSA cryptographic system, discrete probability distributions, inventory theory, linear programming, and network theory.
Participated in the Organizing Committee of the 10th and 7th Finance, Risk Management, and Financial Engineering Forum in 2017 and 2014. In the Organizing Committee of the Mexican Mathematics Olympiad (2004-2012). In the Organizing Committee of the 24. Iberoamerican Mathematics Olympiad. In the Organizing Committee of the 19th to the 24th Iberoamerican Mathematics Olympiad. Federal District Mathematics Olympiad (2005-2010). Coordination of the IRIS 3.0 system workshop. August 2005. In the Organizing Committee of the 46th. International Mathematics Olympiad.
*Courses are conducted in spanish
| Num. | Trim. | Course Name | Level |
|---|---|---|---|
| Probabilidad y Estadística | Licenciatura | ||
| Ingeniería de Costos | Licenciatura | ||
| Probabilidad y Estadística | Licenciatura | ||
| Análisis de Decisiones II | Licenciatura | ||
| Análisis de Decisiones I | Licenciatura | ||
| Investigación de Operaciones II | Licenciatura | ||
| Ingeniería de Costos | Licenciatura | ||
| Investigación de Operaciones II | Licenciatura | ||
| Análisis de Decisiones I | Licenciatura | ||
| Temas Selectos de Computación I | Posgrado | ||
| Ingeniería de Costos | Licenciatura | ||
| Análisis de Decisiones I | Licenciatura | ||
| Ingeniería de Costos | Licenciatura | ||
| Ingeniería Financiera | Licenciatura | ||
| Ingeniería de Costos | Licenciatura | ||
| Probabilidad y Estadística | Licenciatura | ||
| Ingeniería de Costos | Licenciatura | ||
| Probabilidad y Estadística | Licenciatura | ||
| Ingeniería Financiera | Licenciatura | ||
| Probabilidad y Estadística | Licenciatura | ||
| Análisis de Decisiones I | Licenciatura | ||
| Probabilidad y Estadística | Licenciatura | ||
| Ingeniería de Costos | Licenciatura | ||
| Ingeniería de Costos | Licenciatura | ||
| Ingeniería Financiera | Licenciatura |