Ickow Barry - BARRY ICKOW PO Box 260 Oakhurst, NJ 07755...

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BARRY ICKOW PO Box 260 Oakhurst, NJ 07755 732-859-2980 barry.ickow@gmail.com EDUCATION NEW YORK UNIVERSITY New York, NY The Courant Institute of Mathematical Sciences MS in Mathematics in Finance (expected – December 2011) Mathematics/Statistics : Black-Scholes Formula and Applications, Stochastic Differential Equations, Feynman-Kac Formula and Applications, Principal Component Analysis Finance : CAPM, Constrained Portfolio Optimization, Volatility Modeling, ARMA models, Black-Litterman, Interest Rate Models, Credit risk and default models Computing : Monte Carlo Simulation for Pricing Barrier and Basket Options, Binomial Tree Pricing of Convertible Bonds, Basic Trading Simulation Framework, Forward Euler Method for Pricing Options RUTGERS UNIVERSITY (2006-2010) Major GPA: 3.98/4.00 New Brunswick, NJ Rutgers College (Honors Program) Phi Beta Kappa BA in Mathematics and BA in Economics Selected Coursework: Real Analysis, Financial Economics, Intro to Financial Accounting
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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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