Suhas Saha Ph.D. Candidate, Financial Economics

CV Research Teaching

Email: suhas@econ.umn.edu Phone: +1 (612) 242-0335 Fax: +1 (612) 624-0209 University of Minnesota 1035 Heller Hall 271-19th Avenue South Minneapolis, MN 55455

Department of Economics, University of Minnesota, Minneapolis Ph.D. Candidate, Financial Economics Expected Summer 2008 Indira Gandhi Institute of Development Research, Mumbai, India MPhil, Economics, 2000 Indian Institute of Technology (IIT), Kanpur, India M.Sc.(Integrated), Physics, 1996 Research Interests: General Equilibrium Asset Pricing, Term Structure of Interest Rates, Options and Derivatives Pricing Business and Quantitative Knowledge: Asset pricing models, fixed income markets, interest rate models, pricing FX derivatives, credit risk models, asset allocation models, risk management (VAR models), continuous-time finance, stochastic calculus, econometrics, numerical analysis and Monte-Carlo simulation Technical Skills: C, C++, Matlab, Mathematica