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Next Dates: - Introduction to QuantLib Development with Luigi Ballabio, September 2 - 4, 2013 - £1700
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Title: Professor
Short Description: My work mostly focuses on determining optimal model-free bounds and their corresponding hedging strategies for multi-asset options in a no arbitrage framework, volatility modeling, and the Lie symmetry analysis of financial models.
Institution: Baruch College, CUNY
Department: Mathematics
Main Areas of Interest: Derivatives Pricing and Hedging, Econophysics, Financial Engineering, liquidty Modeling, Market Microstructure, Portfolio Management, Quantitative Finance
Special Academic Interests: volatility modeling, option arbitrage free bounds
Joined: May 19th, 2012
