Department of Economics Phone: (213) 500-6633
Financial Economics, Applied Econometrics.
Ph.D. Economics, USC (expected) May 2007.
M.S. Mathematical Finance, USC, 2004.
B.S. Electrical Engineering,
and modeler at Countrywide mortgage bank,
Pipeline risk management)
Intern: portfolio credit risk analyst at National City
Teaching assistant, USC, 2001-2006:
1. ” Economic and Financial Time Series”, Fall 2006, Prof. Hsiao.
2. “Advanced Statistics and Probability”, Fall 2006, Prof. L.Goukosian.
3. “Economics of Financial Markets” Spring 2005, Prof. L.Goukosian.
4. “Economic and Financial Time Series” Fall 2004 (got a TA award), Prof. H. Pesaran.
5. “Economic and Financial Time Series” Fall 2003, Prof. R. Moon.
6. “Financial Markets” Spring 2005, Prof. Cvitanic.
Research Assistant, Professor Easterlin, Economics USC, May 2002-Jan.2005 (Data Analysis and Econometrics Modeling.
Economic Analyst & Fund Manager in
Taking part in a
training Course at Deutsche Bank Asset Management (DBAM) in
Lecturer, Institute for Research in Planning and Development (IRPD), March 1998-Oct 2000 Teaching Introductory Microeconomics and researcher.
Teaching assistant, IRPD, 1995-1998: 1) Advanced econometrics, 2) Finance theory
Familiarity with: Pascal, Matlab, Stata, TSP, Eviews, Microfit, KMV portfolio manager, SAS, SQL, CRSP, Compustat.
PUBLICATIONS AND PAPERS
“Fallout Risks in Residential Mortgage Commitments”, Working paper at CountryWide.
“A New Structural Approach to The Default Risk of Companies ,” Working paper
“The Importance of Simultaneous Jumps in Default Correlation ,” Working paper
“A Locally Parametric Nonparametric Estimation of the Short Term Interest Rate” ,ICFAI Journal of Financial Risk Management, March 2006.
Estimation and Model Selection of the Short-Term Interest Rates”, (Presented in 2005 Winter Simulation
Conference (WSC '05) December 2005 in
estimation with panel data” “,Iranian commerce journal,1999,(Joint Paper with Davood Suri)
in Persian & English. Accepted in ERF seminar in 1999 in
The Best TA Award of Economics Department of USC, Dec. 2004.
A One-year Scholarship for best B.Sc. Thesis from Ibn-Sina Scientific Contest, 1994.
Scholarship for scientific achievement in the Nationwide University Entrance