Saurav Kasera

PUBLICATIONS:

A Simple Approach to Code Scooping

RESEARCH REPORTS:

Safeguarded Zero Finding Methods
Kazakhstan:Economic Policies Before and After the 1998 Russian Financial Crisis
Analyzing Iraq's Debt

QUANTITATIVE FINANCE

Simulation of the Vasicek Model using Excel and VBA
     Description and Results      Implementation
CDO Pricing Using Gaussian Copulas in Matlab
     Description and Results      CDO Pricing      CDO Driver      Results in Excel
A Simple Model Validation on the Turtle Trading System
     Report
Pricing Options(European, American, Bermudan and Barrier) using Partial Differential Equations
     Matlab implementation
Local Volatility Calibration Using the Most Likely Path (Kwesi, Kasera, Lee, Ung)
     Report      Presentation      Implementation

ECONOMICS & FINANCE

04th Mar,2007   If Chidambaram won,then India lost - A comment on the 2007 Indian Budget
16th Feb,2007   Remedies to European Unemployment
05th Jan,2007   Thoughts about LTCM

Contact me