Academic Projects

Introduction to Derivatives and Risk Management

We introduce the vast financial derivatives markets to novice students in hopes that it will stimulate your interest in the wild world of financial derivatives.

Building Quantitative Finance Applications with R

Because of the dynamic nature of financial markets, financial analysts need to be able to rapidly adapt their valuation and risk management models to changing times. Financial analysts now can express their ideas in prototype R code. The goal of this book is to assist in helping you develop quantitative financial models as well as to express them in R.

Foundations of Pricing Financial Derivatives

We introduce the vast financial derivatives markets to PhD students in hopes that it will stimulate your interest in research related to financial derivatives as well as aid in your future research agenda, even if your agenda is not explicitly financial derivatives.