Michael Kokalari, a senior level advisor to Viet Fund Management will teach a class in Financial Mathematics this semester.

The class will cover the most important topics in this exciting area of Applied Mathematics, including:

• Black Scholes derivation and solution to the PDE

• Interest Rate models

• Credit Derivatives and Copula Models

• Applied Statistics, including Factor Models and Time Series

• Homework exercises which illustrate how Financial Mathematics practitioners work

The class is sponsored by a generous grant from Viet Fund Management

About the Teacher

Michael Kokalari holds master’s degrees in Business, Engineering, and Mathematics from Stanford and additional graduate training at Harvard and the London School of Economics.  He worked as a derivatives trader at Credit Suisse First Boston, JP Morgan Chase, Lehman Brothers, Paribas and WestLB.

About VietFund

VietFund is a leading innovator in the Vietnamese financial industry, and a member of the Dragon Capital group.  VietFund is currently building its Quantitative Finance capability and the company is actively hiring full-time, part-time and interns who understand the material taught in this class.