Arora_Ramnik - RAMNIK ARORA 400 W, 37 th Street, New York,...

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Unformatted text preview: RAMNIK ARORA 400 W, 37 th Street, New York, NY - 10018 ramnik.arora@nyu.edu, ramnikarora@gmail.com Homepage: http://cims.nyu.edu/ ~ ra1221 Mobile: 201-724-8725 EDUCATION NEW YORK UNIVERSITY New York, NY The Courant Institute of Mathematical Sciences G.P.A. 4.0/4.0 M.S. in Mathematics in Finance Aug 2010 - Dec 2011 (Expected) Quantitative Finance : It o Calculus, Brownian Motion, Portfolio Theory, Option Pricing Theory, Black- Scholes Model, CAPM, Binomial Trees, Black Litterman Model Programming : Optimal Trade Execution, Impact Models, Monte Carlo simulation for Option Pricing, Mean-Variance Optimization, Portfolio Optimization, Pricing Models Project: Built yield curve(C++), analyzed historical implied volatility surface(MATLAB), ported random number generation for Monte-Carlo Simulation on GPU (CUDA API) Current Coursework : Algorithmic Trading and Quantitative Strategies, Continuous Time Finance, In- terest Rates and Credit Models, Active Portfolio Management INDIAN INSTITUTE OF TECHNOLOGY KANPUR...
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