Masters, Industrial Engineering
ColumbiaUniversity
Jan 2011 - Dec 2013 (3 years)
Masters in Operations Research with concentration in Financial Engineering
Commodity Pricing, Simulation, Quantitative Risk Management, Asset Allocation, Algorithmic Trading, Markowitz Model, Risk Neutral Pricing, Delta Hedging, Black–Scholes PDE, Derivatives Pricing, Continuous Time Markov Chains, Queuing Theory, Brownian Motion, Martingales