Program in Quantitative Finance

Applied Mathematics and Statistics

Stony Brook University

Research and Presentations

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   Research and Presentations

This page contains links to various research activities and presentations that I am or have been involved in.


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Research

       

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Presentations

   

  • "Factor Models," Chilton Investment Seminar, Palm Beach, Florida, March 30, 2006.
  • "Risk Management," SEC Training Seminar, Washington, D.C., February 27, 2006.
  • "Risk Management," MFA Sound Practices for Hedge Fund Managers, New York, NY, September 29, 2005
  • "Modeling Risk in Arbitrage Strategies Using Hierarchical Mixture Models," BOAS Leadership in Qunatitative Excellence, October 5, 2006.

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