An apparatus for and method of determining the price of financial derivatives such as options. One preferred embodiment of the invention employs a discretized partial differential linear complementarity problem (PDLCP) based system to determine the forward pricing of financial instruments such as vanilla American options. In this embodiment, an optimization problem in the form of a mathematical program with equilibrium constraints (MPEC) is implemented to derive implied volatilities of the assets underlying the subject derivatives. The implied volatilities thus derived are used as inputs in the PDLCP-based system to accurately determine the forward pricing of the subject derivatives.
Name / Title
Company / Classification
Phones & Addresses
Jacqueline Huang Sales Director
Omni Hotels Management Corporation Hotels and Motels · Food Svc Contrs
21 E 52 St, New York, NY 10022 21 E 52 St & Madison Ave, New York, NY 10022 16 E 52 St, New York, NY 10022 2127535800, 2127545018, 8008436664
Resumes
Senior Vice President, Communications And Marketing
Kpmg Nov 2014 - May 2018
Manager, Communications - Kpmg Technology
Bank of America Nov 2014 - May 2018
Senior Vice President, Communications and Marketing
Sungard Financial Systems Sep 2013 - Oct 2014
Communications Manager, Marketing and Sales Operations
Alvarez & Marsal Aug 2010 - Sep 2013
Marketing Communications Specialist, Global Marketing
Id Media Nov 2008 - Aug 2010
Corporate Communications Specialist
Education:
New York University 2014
University of Southern California May 2007
Bachelors, Bachelor of Arts
University of Southern California
Bachelors, Business Administration, Business, Political Science, Journalism
New York University
Skills:
Corporate Communications Marketing Communications Public Relations Social Media Strategic Communications Editing Press Releases Social Media Marketing Event Planning Fundraising Blogging Social Networking Event Management Writing Newsletters Email Marketing Internal Communications Advertising New Media Integrated Marketing Powerpoint Microsoft Excel Copywriting International Relations Media Relations Facebook Proofreading Crisis Communications Publicity Content Strategy Content Development Web Content Journalism Marketing Marketing Strategy Copy Editing Proposal Writing Speech Writing Digital Media Content Management
Interests:
Social Services Children Economic Empowerment Civil Rights and Social Action Politics Education Environment Poverty Alleviation Science and Technology Disaster and Humanitarian Relief Human Rights Arts and Culture Health
Languages:
English Mandarin
Certifications:
Certificate In Global Affairs New York University Certificate In Global Affairs (Link)
Greenhill & Co.
Investment Banking Analyst
Blade May 2017 - Aug 2017
Finance and Accounting Intern
Hutchin Hill Capital Oct 2016 - May 2017
Spring Intern
Education:
New York University 2015 - 2019
Bachelors, Bachelor of Science, Finance
Nyu Stern School of Business 2015 - 2019
Bachelors, Bachelor of Science, Computer Science, Finance
Cinco Ranch High School 2011 - 2015
Skills:
Public Speaking Event Planning Recruiting Time Management Social Networking Teamwork Java C++ Microsoft Office Python Project Management Management
Interests:
Civil Rights and Social Action Environment Museum Hopping Long Distance Running Poverty Alleviation Classical Piano Environmental Activism Tennis Art History Arts and Culture
Clear Talent
Technical Recruiter
Citizens Bank
Recruiting Coordinator
Ras Boriskin Mar 2018 - Sep 2018
Executive Coordinator and Compliance Liaison
Ras Boriskin Jul 2017 - Mar 2018
Legal Assistant and Receptionist
Stony Brook University Sep 2015 - May 2017
Switchboard Operator
Education:
Stony Brook University 2016 - 2017
Master of Business Administration, Masters
Stony Brook University 2012 - 2015
Bachelors, Bachelor of Arts
Brooklyn Technical High School
Skills:
Hr Consulting Team Leadership Employee Training Interpersonal Communication Team Management Setting Strategic Direction 360 Feedback Professional Mentoring Time Management Peer Mentoring Teamwork Administrative Duties Customer Service Event Planning Public Speaking Analytical Skills Online Research Microsoft Office Microsoft Excel Microsoft Publisher
Exploratory Data Analysis of Stock Prices Aug 2018 - Aug 2018
Data Analyst
911 Calls Data Capstone Project Aug 2018 - Aug 2018
Data Analyst
Photography Website Development Aug 2018 - Aug 2018
Marketing Analyst
Thesis In Marketing Research Sep 2017 - May 2018
Data Analyst
Census Data Analysis Sep 2017 - Dec 2017
Data Analyst
Education:
Hofstra University
Skills:
Microsoft Office Management Microsoft Excel Leadership Microsoft Word Microsoft Powerpoint Research Project Management Adobe Photoshop Lightroom Spss Qualtrics Google Analytics Google Adwords Sql R
Precision Xtract
Senior Engagement Manager
Precision Xtract Mar 2018 - Jun 2018
Senior Consultant
Mckesson Aug 2016 - Feb 2018
Field Reimbursement Manager
Quorum Consulting Dec 2013 - Aug 2016
Senior Associate
Quorum Consulting Jan 2013 - Nov 2013
Associate Ii
Education:
University of California, Berkeley 2007 - 2011
Bachelors, Bachelor of Science, Biology
Skills:
Medical Devices Healthcare Consulting Healthcare Reimbursement Strategy Healthcare Health Policy Molecular Diagnostics Data Analysis Clinical Research Health Insurance Business Development
Omni Hotels & Resorts Apr 2014 - Mar 2020
Director, Global Accounts
The Carlyle, A Rosewood Hotel Jan 2013 - Jan 2014
Director of Sales
Sofitel Luxury Hotels and Resorts Jan 2008 - Dec 2009
Director of Catering
Swissotel the Drake Ny Aug 2004 - Mar 2006
Catering Sales Manager
Rmp Travel Oct 2000 - Aug 2004
Director of Operations
Education:
Florida International University 1994 - 1996
Bachelors, Bachelor of Arts, Hospitality
State University of New York College at Plattsburgh 1991 - 1994
Skills:
Hotels Hospitality Food and Beverage Hospitality Industry Catering Event Management Hospitality Management Hotel Management Meeting Planning Event Planning Banquets Revenue Analysis Resorts Yield Management Onq Corporate Events Front Office Tourism Convention Services Management Hotel Booking Menu Development Rooms Division Micros Restaurants Leisure Fine Dining Property Management Systems Opening Hotels Guest Service Management Lodging Opera Sales
Novartis 2008 - 2013
Clinial Program Leader
Amgen 2008 - 2013
Medical Director Global Development
Novartis 2004 - 2008
Senior Medical Advisor, Asia-Pacific Region
Sanofi 2002 - 2004
Medical Manager
Skills:
Clinical Development Oncology Medical Affairs Pharmaceutical Industry Clinical Trials Cro Translational Medicine Drug Development Ctms Therapeutic Areas Medical Directors Asia Pacific Gcp Medical Writing Infectious Diseases People Oriented Biotechnology Clinical Research Life Sciences Pharmaceuticals Global Vision