I am a second year quant finance master’s student at the University of Michigan. In this page, I would like to showcase the mathematical models and technical tools with projects I have worked on. My interests are in the fields of quantitative modeling, risk analytics and machine learning.
The workshop of the Quant program is led by students for discussion of quant finance problems on friday morning. See here for details.
VaR monitor with parametric, historical, Monte Carlo VaR calculation to carve the risk profile of portfolios.
I studied data manipulation and analysis methods from SI 816 with the School of Information. Having appied