PhD ABD in Financial Economics from the University of Cambridge with focus on empirical asset pricing, credit risk modeling and real estate finance. My doctoral thesis examines the relationship between house price dynamics and mortgage termination using an option-pricing theoric framework. Other area of research interests include portfolio theory, securitization, derivatives market microstructure and venture capital finance.

My academic posts are as a lecturer in finance at UC Davis’ Graduate School of Management and as a researcher at Berkeley Haas. I also maintain an affiliation with the Wharton School at the University of Pennsylvania, where I have guest lectured for the executive education program.

The MBA course that I have developed and currently teach is Derivative Securities (MGB/P/T 263). My teaching experience includes corporate finance, option pricing, valuation, financial accounting, and a variety of other finance courses for the MBA, Executive MBA and Master of Finance programs at Judge Business School. I have also lectured on real estate finance for the MPhil in Real Estate Finance at the University of Cambridge .

In addition, I am a federal contractor for Deloitte working with the Valuation and Policy and Predictive Analytics groups. My function is to develop statistical models for measuring and valuating credit risk for a government client.

Please visit the site again for regular updates and an upcoming blog section that will discuss a variety of topics from household finance to global capital markets. Certain sections of the site are password protected for the privacy protection of students and to limit access to course materials, which are for students use only.