Profile

College / Department

Teaching areas

Calculus, Mathematics for Business and Actuarial Science

Research areas

Computational finance and applications, Numericalmethods applied to derivative pricing, Empirical performance of option pricing models and Nonparametric modeling

Education

BSc, University of British Columbia, Canada, 2000
MSc, University of British Columbia, Canada, 2002
PhD, University of Calgary, Canada, 2009

Professional experience

May 2006 – Aug 2006 Quantitative Analyst / Intern - Genus Capital Management•Designed quantitative equity trading strategies and evaluated their performance•Implemented Genetic Algorithm Optimization Method in MATLAB programming language
Sep 2009 – CurrentAssistant Professor, American University of Sharjah

Contact

gorosi@aus.edu
+971 6 515 2332