Dashti Ali - Ali Dashti 194 Lenox Road, Brooklyn, NY 11226...

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Unformatted text preview: Ali Dashti 194 Lenox Road, Brooklyn, NY 11226 ali.dashti@nyu.edu | 352.428.2754 EDUCATION NEW YORK UNIVERSITY New York, NY The Courant Institute of Mathematical Sciences MS in Mathematics in Finance (expected January 2012) Current Course Highlights Finance : Risk-Neutral Valuation, Credit Risk, Black-Litterman Model, CAPM, Black-Scholes Model, One-Factor Interest Rate Models, Mean Variance Analysis Mathematics : It Calculus and Brownian Motions, Markov Processes, Feynman Kac, and Girsanov's Theorem, Econometric Modeling [time-series, regression analysis, ARIMA], Volatility Modeling [GARCH] Computing : Monte Carlo Simulation, Pricing Derivatives, Pricing Convertible Bonds, Building Yield Curve Spring Coursework: Advanced Risk Management, Interest Rate and FX Models, Continuous Time Finance, PDE for Finance University of Florida (August 2008) Gainesville, FL PHD in Pure Mathematics, Dissertation: Effective Symbolic Dynamics. The main focus of the thesis was computable subshifts of Cantor Dissertation: Effective Symbolic Dynamics....
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