Dr. Arun Verma joined the Bloomberg Quantitative Research group in 2003. Prior to that, he earned his Ph.D from Cornell University in the areas of computer science & applied mathematics. At Bloomberg, Mr. Verma’s work initially focused on Stochastic Volatility Models for Derivatives & Exotics pricing. More recently, he has enjoyed working at the intersection of diverse areas such as data science (with structured & unstructured data), innovative quantitative models across all asset classes & using machine learning methods to help reveal embedded signals in financial data.
*Processing your payment may take a moment. Please click submit payment only once, and do not refresh this page. Doing so may result in your credit card being charged more than once.