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Education

• Courses Include Data Science, Probability, Statistics and Machine Learning with Python: from Linear Models to Deep Learning
• Macroeconomics, Financial Theory, Financial Economics, Econometrics.
• Stochastic Processes, Discrete and Continuous Time Finance, Econometrics, Financial Engineering, Game Theory, Monte Carlo Simulation, Credit Derivatives, Experimental Finance and Prof. Derman'S Course on Option Volatility Smile
• did not Complete Since Moved to New York.) Coursework in Advanced Financial Mathematics (Including Structured Monte-Carlo Methods, Neural Networks, Time-Series Analysis), Economics and Pricing Theory (Including Stochastic Calculus, Martingale Theory and Prepayment Models of Asset-Backed Securities), and Financial Applications (Includes Interest Rate Models, Mbs, Derivatives and Risk Management and Control.)
• Created Computer Model for Valuation of Derivative Instruments Under Conditions of Stochastic Volatility and Stochastic Interest Rates. This is A Generalization of the Black-Scholes Option Valuation Model Which Allows Prediction of Pricing Bounds for Assets Having no Replicating Portfolio. Other Coursework Includes Modeling of Fixed Income Instruments. Coursework and Interests in Tax for Mergers and Acquisitions, Financial Engineering, Venture Capital.
• Thermal Sciences Major. Research Project in Moving Point Source Convection Heat Transfer.
• Dissertation Topic on Enhanced Heat Transfer Coefficient in Glass Tempering Using Acoustics.
• Topic &Quot;Function Approximation Using B-Splines&Quot;. Area of Concentration: Numerical Analysis, Computational Geometry.