Founded in 1919
• Option pricing and hedging in the Black-Scholes framework • Bootstrapping for computing the yield curve• Minimum variance and maximum return portfolio in the Markowitz portfolio theory frameworkRelevant Courses: Financial Calculus, Probability, Statistics, Linear Algebra, C++
Helen Ye
Mathematics Teacher
Jonathan Herman
Adjunct Professor (Part Time)
Petro Nikolay
Security Guard
Kevin Griffin
Master's Student
Zach Krall
Adjunct Instructor
Vera Nazarova, Cpa, Mba
Student
Allen Avrakh
Financial Leadership Program Participant
Jess Rigos, Ph.D.
SHRM, Director Of Community Relations
Natalie Bederman M.S.
Psychotherapy Extern