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Igor R. is listed as Recent Graduate based in Atlanta, Georgia, United States. AeroLeads shows a matched LinkedIn profile for Igor R..
Igor R. previously worked as Intern at Southern Company and Intern at Federal Home Loan Bank Of Atlanta. Igor R. holds Master’S Degree, Quantitative Finance from Georgia Institute Of Technology.
Igor R. is a Recent Graduate. He is proficient in English.
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Developed models to simulate time series of power production and power consumption for the power systems with renewable sources of electric energy. The electric power production in these photovoltaic systems was described by AR models with random regime switching. The parameters of the models were calibrated by expectation-maximization and Bayesian.
Greater Atlanta Area
Developed interest rate derivative price estimators which improved swaptions pricing; utilized one- and two-factor Hull-White models, dual (LIBOR-OIS) curve stripping, trinomial trees with non-constant time step and non-standard branching. Identified lack of robustness of model and provided recommendation on non-standard approach to securities pricing.
Greater Atlanta Area
Studied quantum, thermodynamic and transport properties of graphene (graphene is a novel material). This study resulted in publication of seven scientific papers in popular scientific journals. During the course of this work I have developed several parallel programs to solve Schrodinger and Dirac equations in one and two dimensions to compute the.
Coursework: Fixed Income Securities, Derivative Securities, Stochastic Processes in Finance, Financial Optimization, Regression Analysis.
Studied quantum-mechanical and thermodynamic properties of quasi-low-dimensional systems, including carbon nanotubes, Josephson junctions.
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Igor R. is listed as Recent Graduate.
Igor R. is based in Atlanta, Georgia, United States.
Igor R. has worked for Southern Company, Federal Home Loan Bank Of Atlanta, and Georgia Institute Of Technology.
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Igor R. holds Master’S Degree, Quantitative Finance from Georgia Institute Of Technology.
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