FinA
Financial Analytics Research Group
 
  • Quantitative Investment Strategies (Equities, Fixed Income, Credit, Foreign Exchange)
  • Alternative Investments: Computer-based Hedge Fund/CTA Strategies (FX, Long/Short Equity, Equity Market Neutral, Capital Structure Arbitrage)
  • Valuations using Real Options Theory
  • Volatility Models
  • Econometrics: Long Range Dependence and Persistence
  • Risk Management: Modeling of Catastrophic (rare, extreme), events
  • Banking Capital and Regulation