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Research Assistant
Rensselaer Polytechnic Institute•  September 2001 - June 2006
• Studied the pricing of American and European type options on multiple risky assets using variational and finite element method techniques implemented in the software package FEMLAB. Thoroughly analyzed the accuracy of the numerical method used. • Fully coded, tested and studied an efficient second order finite volume method and used it to model a reactive gas flow with stiff combustion in one and two spatial dimensions. Compared this scheme with state of the art methods, assessed its strengths and weaknesses
Education
Rensselaer Polytechnic Institute
Mathematics, PhD•  July 2002 - June 2006
Fully coded, tested and studied an efficient second order finite volume method and used it to model a reactive gas flow with stiff combustion in one and two spatial dimensions. Compared this scheme with state of the art methods, assessed its strengths and weaknesses
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