{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

Ptashek Gil - GIL PTASHEK 145 2nd Ave Apt 12A New York NY...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
GIL PTASHEK 145 2 nd Ave Apt. 12A New York, NY 10003 (858) 353-5374, [email protected] EDUCATION NEW YORK UNIVERSITY New York, NY The Courant Institute of Mathematical Sciences MS in Mathematics in Finance (expected – Dec 2011) Mathematics: Brownian motion, Ito’s calculus, stochastic and partial differential equations, martingales, time-series analysis Finance: CAPM, short-rate models, binomial trees, Black-Scholes, bond rating and default intensity models, the Greeks Computing: Monte Carlo methods and trading simulations with market impact model in C++ Spring Semester Courses: Continuous Time Finance, Active Portfolio Management, Mortgage-Backed Securities and Energy Derivatives, Advanced Risk Management UNIVERSITY OF CALIFORNIA, BERKELEY (Aug 2007 – May 2010) Berkeley, CA BA in Applied Mathematics, Minor in Industrial Engineering and Operations Research With Distinction, GPA 3.78, Honors (2007- 2010)/Dean’s Honor List (2008) Applied Math concentration: Probability and Economic Modeling
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

Ask a homework question - tutors are online