Page Michael - MICHAEL F PAGE One Irving Place#P-21-D New...

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Unformatted text preview: MICHAEL F. PAGE One Irving Place, #P-21-D, New York, NY 10003 Cell Phone: (908) 698-1922 email: [email protected] EDUCATION NEW YORK UNIVERSITY New York, NY The Courant Institute of Mathematical Sciences MS in Mathematics in Finance (expected January 2012) Coursework to be completed by May 2011 will emphasize: Financial theory, including Black-Scholes and risk-neutral pricing; risk and portfolio management, including mean-variance analysis and arbitrage pricing; and mathematical and computational techniques, including Markov chains, Brownian motion, and stochastic differential equations (Fall) Advanced risk management techniques, such as Value-at-Risk and credit risk modeling; active portfolio management including robust optimization and Bayesian methods; algorithmic trading and quantitative strategies; and advanced option pricing and hedging with continuous time models (Spring) YALE UNIVERSITY New Haven, CT MA in Statistics (2009 2010) Coursework included data analysis, multivariate statistics, linear models, theory of statistics, statistical...
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