Arun Verma is the head of the quantitative research solutions team at Bloomberg. He also serves on the board of a nonprofit that helps with humanitarian projects in India serving impoverished children and women in the areas of education and vocational training. Since he joined the Bloomberg Quantitative Research Group, Arun has worked on stochastic volatility models for derivatives and exotics pricing and hedging (e.g., variance swaps and VIX Futures fair pricing and cross-currency volatility surface construction) and at the intersection of diverse areas such as data science, innovative quantitative finance models across asset classes, and using machine learning methods to help reveal embedded signals in traditional and alternative data that can be used to construct quantitative trading strategies. He holds a PhD in computer science and applied mathematics from Cornell University and a bachelor of technology in computer science from IIT Delhi. Arun lives in central New Jersey with his lovely wife and two children.
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