The MSCF program gave me the best tools to become an options trader. Attending the program was a great investment. The following is a tentative schedule of the MSCF Student Speaker Series for the 2000-2001 academic year.
Updates are soon to follow.
Prior to joining Deutsche Bank, Dmitry worked for six years with Global Analytics Group of Bankers Trust. There he developed models for emerging markets, interest rates, and equity derivatives and also participated in actual trading and structuring of interest rate options. He received his PhD in applied mathematics from Carnegie Mellon University specializing in control theory for stochastic processes. He has published several papers on modelling in emerging markets and on valuation for passport options. We argue that analyzing bank liquidity risk can be viewed as a variation of credit risk analysis.