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New York University Shanghai (NYU Shanghai; legal name registered as Shanghai New York University [1]) is a joint-venture university in Pudong, Shanghai, China. It was established in 2012 under a partnership between East China Normal University and New York University. [1] It is the third degree-granting campus of New York University.
Leif B. Andersen is an academic and researcher in the field of quantitative finance. He serves as the Global Co-Head of the Quantitative Strategies & Data Group at Bank of America and an adjunct professor at NYU Courant Institute of Mathematical Sciences, where he served as the adviser of the Mathematics in Finance industry, [1] [2] and in Carnegie Mellon University ' s MS in Computational ...
A master's degree in quantitative finance is a postgraduate degree focused on the application of mathematical methods to the solution of problems in financial economics. [1] There are several like-titled degrees which may further focus on financial engineering , computational finance , mathematical finance , and/or financial risk management .
Kathleen Traynor DeRose is an American fintech expert and a finance professor. Her areas of special interest and expertise are asset and wealth management , financial technology and quantitative finance , and China's political economy and technology development.
Bruno Dupire (born 1958 [1]) is a researcher and lecturer in quantitative finance.He is currently Head of Quantitative Research at Bloomberg LP.He is best known for his contributions to local volatility modeling and Functional Itô Calculus.
In the 1960s, international business courses were introduced. The New York University, Graduate School of Business Administration, C.J. Devine Institute of Finance (1959–1966) published Finance and Investment bulletins related to International finance. The school awarded its first Doctor of Commercial Sciences degree in 1970. [citation needed]
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David X. Li (Chinese: 李祥林; pinyin: Lǐ Xiánglín [1] born Nanjing, China in the 1960s) is a Chinese-born Canadian quantitative analyst and actuary who pioneered the use of Gaussian copula models for the pricing of collateralized debt obligations (CDOs) in the early 2000s.