Guruprasad Katti’s Email & Phone

Guruprasad Katti Contact Details

Location:
Elmhurst, New York
Work:
Lead Quant Consultant @ UBS
Education:
PhD @ IMEC/KU Leuven
About:

-- Strong mathematical, statistical data analysis; analytical, numerical & empirical model development & testing expertize spanning over 12+ years of experience in semiconductor device physics and stochastic modeling and analysis 2D/3D interconnects. -- LMM model calibration and vanilla and derivative pricing using GPUs (CUDA) -- Heston model calibration for volatility smile. -- Hull-White calibration and simulations to 

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