Obizhaeva Olga - OLGA A. OBIZHAEVA 338, 16 th Street,...

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Unformatted text preview: OLGA A. OBIZHAEVA 338, 16 th Street, Brooklyn, NY, 11215 +1 (857) 928 - 4977 EDUCATION NEW YORK UNIVERSITY The Courant Institute of Mathematical Sciences MS in Mathematics in Finance (expected December 2011) New York, USA Coursework: Securities and Derivatives, Risk and Portfolio Management, Computing in Finance, Stochastic Calculus, Active Portfolio Management, Advanced Risk Management, Fixed Income and FX Models. Examples of projects : Design of financial tools with C++ (for UNIX), analysis of volatility surface for different asset classes and development of volatility trading strategies with MATLAB. Future coursework: Time Series Analysis and Statistical Arbitrage, Computational Methods in Finance, and other courses. MOSCOW STATE UNIVERSITY Department of Applied Mathematics and Computer Science Program in Mathematical Statistics Spet (Diploma) , Summa Cum Laude (2002 2007) Moscow, RUSSIA Coursework in Theory of Probability, Statistics, Mathematical Models of Financial Markets, Calculus,...
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