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Vyacheslav Gorovoy

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Vyacheslav Gorovoy (Горовой Вячеслав) (CV)

Senior Lecturer
PhD, Northwestern University, 2005

Courses taught at NES:

Financial Engineering
Structured Products
Trading Strategies
Financial modeling in Excel

Research Interests

Derivatives

Published research

Article "Black's Model of Interest rates as Options, Eigenfunction Expansions and Japanese Interest Rates" has been published in Mathematical Finance, December 2003, Volume 14, Issue 1 , p. 49-78. Authors: Vyacheslav Gorovoy , Vadim Linetsky.

Research Interests

Derivatives

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