Interest Rate Derivatives
Parallel + GPU ComputingQuantitative Finance
Hybrid Monte Carlo Methods
Born in Kaunas, Lithuania.
Graduated from Kaunas University of Technology Gymnasium in 2006.
Finished Bachelor in Applied and Computational Mathematics in Jacobs University Bremen, Germany in 2009.
Limits of Supercritical Galton-Watson Process, Reductions of Age-Dependent Single & Multi-Type Processes to simple Multi-Type Process
Currently Pursuing Masters Degree in Utrecht University.