Resume
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Eliot M. Deutsch
Education
Carnegie Mellon University
MS, Computational Finance 12/08
Yeshiva University
BA, Mathematics and Economics 05/07
E-mail: eliotdeutsch@cmu.edu
Papers
Undergraduate Honors Thesis
For my thesis, I explored a paper on the Minkowski Problem and explained the method behind finding conditions that ensure a solution to the problem.
Genetic Programming
I explain the technique of genetic programming and present results from a successful experiment using this algorithm for regression.
Implementing the Adaptive Mesh Model
I present a brief introduction to vanilla and exotic options and pricing methods culminating the the Adaptive Mesh technique and highlight the advantage of using the Adaptive Mesh.
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