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- 6/6/08
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I'm posting a paper here that my most favorite professor and one of her grad students wrote.
I'm also doing a portfolio research project with her this semester, albeit at some undergradaute/master's border level, since I'm in her MFE financial optimization modeling class.
Here's the paper ^_^
http://www.lehigh.edu/~aut204/Paper-ShortSales.pdf
And here's her faculty profile. (I told her that if my university is does not tenure her, to go straight to Goldman, D.E. Shaw, or Renaissance.) Her PhDs are in EE & CSE (which she achieved in four years)
ISE Department at Lehigh University
Along with the stochastic calculus professor (who didn't allow me to even sit in on stochastic calc because of logistical reasons
), they're more or less carrying Lehigh's entire MFE program (called analytical finance here).
And here's her blog ^_^
http://engineered.typepad.com/
I'm also doing a portfolio research project with her this semester, albeit at some undergradaute/master's border level, since I'm in her MFE financial optimization modeling class.
Here's the paper ^_^
http://www.lehigh.edu/~aut204/Paper-ShortSales.pdf
And here's her faculty profile. (I told her that if my university is does not tenure her, to go straight to Goldman, D.E. Shaw, or Renaissance.) Her PhDs are in EE & CSE (which she achieved in four years)
ISE Department at Lehigh University
Along with the stochastic calculus professor (who didn't allow me to even sit in on stochastic calc because of logistical reasons
), they're more or less carrying Lehigh's entire MFE program (called analytical finance here).And here's her blog ^_^
http://engineered.typepad.com/