Nam Nguyen, Ph.D.'s Linkedin Analytics

We help Asset Managers, Chief Financial Officers deal with complex issues of financial derivatives: -Modeling and pricing of complex derivatives such as convertible bonds, mortgage backed securities, variance swaps, credit default swaps, collateral debt obligation -Performing Monte Carlo simulation to value executive stock options and real options -Yield curve construction (LIBOR, overnight index swap, cross currency) in various currencies -Development of a structural credit model for determining corporate credit spreads and probabilities of default -Implementation of advanced derivative pricing models -Independent Price Verification -General derivative related consulting services We help portfolio managers, hedgers, traders better manage the risks and extract alpha: -Risk analytics for derivatives books such as calculation of the Greeks, Value at Risk -Validation of risk management models such as Economic Capital, IFRS9 -Implementation of advanced options pricing models: stochastic volatility, local volatility -Development of multi-factor stochastic models for volatility and commodity related products -Design and implementation of database for financial data and analytics -Developing trading and hedging strategies for equity and commodity portfolios Feel free to connect with me on LinkedIN