Lectures and Presentations
-WKB Method for Swaption Smile
NYU, Mathematical Finance Seminar, 2/7/02
-The Uses of Differential
Geometry in Finance
Bloomberg, 11/25/05
-Effective Techniques
for Risk Management
of Mortgage Portfolios
2007
-LIBOR Market Model and
Its Uses
2007
-Mortgage Options: Valuation, Risk Management & Relative Value
2008
-Dynamic Mortgage Rate Replication and Risk Management of MBSs
Recent Developments in Derivatives Pricing, NYU, 6/19/10
Interest Rate and FX Models NYU 2013
Lecture 1
Lecture 2
Lecture 3
Lecture 4
Lecture 5
Lecture 6
Lecture 7
Lecture 8