My interests are wide but generally tied to applied mathematics, at least from a professional point-of-view. In the material below, you’ll find that lately I have mostly dabbled in the following topics

  • Finance 
    • Hedge Funds
      • Hedge Fund Replication – Factor Approach
      • Measure of Hedge fund systemic risk
    • Quantitative Asset Management
  • StatisticsBayesian Statistics, Data Mining, Stochastic Calculus

I also have memberships with the following professional societies