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News

Manisha Goswami: New Research Analyst in Tech Group
June 12
Printable Version of this News Story

We are very pleased to announce that Manisha Goswami is joining the Mendoza IT Group as a research analyst. Manisha recently received her Ph.D. in Industrial & Systems Engineering from University of Florida with a concentration in financial engineering. She brings extensive research experience and skills in quantitative finance, stochastic calculus, and Monte Carlo methods.  Her research focuses on the pricing and hedging of derivatives with complex payoffs and American-style exercise.  Her recent papers have investigated the pricing and hedging performance of stochastic volatility models for American style options for which she won the best student paper award at the 2008 SIAM-SEAS conference. She has published some of her work in both Computational Management Science and Journal of Computational Finance.  She is well versed in C++, Fortran, Matlab, and R. 

Manisha's husband is a professional photographer and, after finishing some work in Florida, will be moving up to South Bend in the next few weeks.   

Manisha's office is in MCOB 370 and she can be reached at 631-9089 or mgoswam1@nd.edu. She is very quickly getting up to speed on our operating environment and databases.  Please join me in welcoming Manisha to the Mendoza IT Group and MCoB family.

 
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