My research interests include
- Unevenly Spaced Time Series
- Credit Derivatives Pricing
- Default Risk Modeling
- Extending the Statistical Programming Language R
- Non-Agency Mortgage-Backed Securities
From 2005 to 2007, I served as a member of the admissions committee for the Master of Science in Financial Mathematics
(now called Mathematical and Computational Finance) at Stanford University.
In 1997 I won a silver medal at the 29th International Chemistry Olympiad in Montreal.
In the following year I won a gold medal at the 30th International Chemistry Olympiad in Melbourne, with participants from over 50 countries.
Last updated in September 2015.