Bansal Nirav - NIRAV BANSAL 20 Exchange Place, Apt 3205 New...

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NIRAV BANSAL 20 Exchange Place, Apt 3205 New York City, NY 10005 917.386.4550 nmb314@nyu.edu EDUCATION NEW YORK UNIVERSITY New York, NY The Courant Institute of Mathematical Sciences MS in Mathematics in Finance (expected – December 2011) Finance: Arbitrage and risk neutral valuation, binomial trees, Black Scholes, mean-variance optimization, VaR, CAPM, Black Litterman model, interest rates derivatives Mathematics: Stochastic differential equations, Ito calculus, Kolmogorav backward and forward equations, numerical methods, Feynman-Kac formula Computing: Financial applications such as pricing convertible bonds and options, plotting volatility surfaces in object oriented language and statistical techniques in MATLAB Future courses: Advanced Risk Management, Active Portfolio Management, Continuous Time Finance, Interest rates and FX models UNIVERSITY COLLEGE LONDON (2007-2010) London, United Kingdom BSc Mathematics with Management Studies Graduated with a first class honors
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