Christiansen Jorgen - Jorgen Berle Christiansen 262 E. 2nd...

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Jorgen Berle Christiansen 262 E. 2 nd Street #1b, New York, NY 10009 Phone: 646 641 5235, Email: j.christiansen@nyu.edu EDUCATION NEW YORK UNIVERSITY New York, NY The Courant Institute of Mathematical Sciences GPA: 3.85/4.0 MS in Mathematics in Finance (expected – January 2012) Finance: Arbitrage free pricing, Black Scholes, derivatives pricing, mean variance analysis, Black Litterman, principal component analysis Mathematics: Stochastic differential equations, martingales, Feynman-Kac Computing: Object oriented volatility surface modeling in C++, Backtesting of trading strategies in MATLAB, Monte Carlo simulations, finite difference methods Spring 2011 coursework: FX, energy and fixed-income derivatives, mortgage backed securities, advanced risk management, stochastic volatility, short rate models THE NORWEGIAN UNIVERSITY OF SCIENCE AND TECH. Trondheim, Norway MS in Electrical Engineering (August 2005 – July 2010) Ranking: 1/47 MS thesis: Distribution Based Spectrum Sensing in Cognitive Radio
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This note was uploaded on 11/02/2011 for the course ECON 212 taught by Professor Zehua during the Spring '11 term at Covenant School of Nursing.

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