I am a fourth year Ph.D. student in the Finance Group at the Department of Management Science and Engineering at Stanford University. Before coming to Stanford, I received my B.S. from the Department of Operations Research and Financial Engineering (ORFE) at Princeton University.
My research uses asymptotic methods to model large and complex financial systems. I work with Professor Kay Giesecke on modeling systemic risk and large credit portfolios (examples of applications include mortgage-backed securities and other large ABS pools). I am also working on limit order books with Professor George Papanicolaou from the Department of Mathematics. You can find some of my papers and conference presentations on the right. For a full list of projects, papers, and presentations see my CV below.