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

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GIL PTASHEK 145 2 nd Ave Apt. 12A New York, NY 10003 (858) 353-5374, gp841@nyu.edu 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
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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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