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 at Stanford.
In 1997 I won a silver medal at the
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 November 2012.