Sql Database Developer At Private Client Resources, Llc
Position:
SQL database developer at Private Client Resources, LLC
Location:
Greater New York City Area
Industry:
Financial Services
Work:
Private Client Resources, LLC
since Jan 2012
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SQL database developerNetsolace, Inc. - Wallingford Jul 2011 - Jan 2012
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DBAClayton Fixed Income Services
Nov 2008 - Jun 2011
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Database Developer
Education:
University of Bridgeport Master's degree, computer science and engineering
Vp At Merrill Lynch
Position:
VP at Merrill Lynch
Location:
Greater New York City Area
Industry:
Banking
Work:
Merrill Lynch
since Dec 2006
-
VPBank of America
Aug 2005 - Dec 2006
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Senior AnalystWind Information
1998 - 2003
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Project manager, senior programmer
Education:
Columbia University in the City of New York 2004 - 2005
MS, Computer ScienceShanghai Maritime University 1994 - 1998
Medical Director At Bristol-Myers Squibb
Position:
Medical Director at Bristol-Myers Squibb
Location:
Greater New York City Area
Industry:
Pharmaceuticals
Work:
Bristol-Myers Squibb
since Dec 2002
-
Medical Director
Electrical/Electronic Manufacturing Consultant And Contractor
Location:
Greater New York City Area
Industry:
Electrical/Electronic Manufacturing
Education:
Polytechnic University 2001 - 2006
State University of New York at Stony Brook 1996 - 2000
BE, Engineering
Systems and methods for determining a present value of an option on a security having a fixed cash flow leg based upon a Martingale. The Martingale may be based upon a ratio of the present value of the option and a numeraire. The numeraire may be a coupon annuity which may be based on coupons of the security post expiry of the option, accrual periods of the coupon, and spread-adjusted discount factors for coupon dates of the option. The spread-adjusted discount factor may be based on an instantaneous forward rate and a time-varying spread. The present value of the option may be determined based upon a spread, a notional value of the security, and an expectation of a maximum value of (1) a difference between an artificial strike coupon and a forward swap rate and (2) zero. This spread may equal a difference between the forward swap rate and a strike coupon or the strike coupon divided by the forward swap rate.