Pricing Models for Real Estate Derivatives
|Date||4th November 2009|
|Time||1:00pm - 2:00pm|
|Venue||ICMA Centre, Room G03/04|
has a background in Mathematics and Statistics (Diploma in Mathematics, 5 years full-time, PhD in Probability and Statistics, PhD in Statistical Modeling) and he has been specialising in Financial Engineering and Financial Mathematics since 1999. He worked as a Lecturer in Operations Research and Probability (1994-1996), Research Fellow in Finance and Econometrics (1999) and Senior Lecturer in Financial Mathematics (2000-2005). Worked in the City for Bank of Montreal (2006-2007) in Structured Credit Investments and for Merrill Lynch (2007-2008) in Structured Finance, EMEA RMBS, dealing with prepayment models, default models, hedging products such as balance guaranteed swaps, property derivatives, equity release mortgages; working with model validation and quant teams for product development and testing. Currently a Senior Lecturer in Financial Mathematics, teaching Financial Engineering and Advanced Mathematical Finance courses and doing research in Fixed Income, Financial Mathematics and Structured Finance. He is the recipient of Multinational Finance Journal Best Paper Award, vol 5, 2001, for the paper ?Emerging Markets: Investing with Political Risk?, Eastern Finance Association prize for the Outstanding Paper in International Finance for the paper ?Modelling Political Risk with a Doubly Stochastic Poisson Process?, Charleston USA 2001; and SMEED prize awarded for the best young researcher in the field, 31stUTSG Annual Conference, York 1999. He has published over 30 articles and book chapters.