Md Nurul Islam

Calculation of the CBOE Volatility Index, Buffalo, NY Spring 2016  Formulated the 30 day and 93 day volatility index based on the S&P 500 for one complete trading year and developed an expectation for future volatility by averaging the weighted prices of the SPX puts and calls over a range of different strike prices and maturity dates

Investment Analysis on Eight S&P 500 Stocks, Buffalo, NY Fall 2015  Performed equities analysis on a set of 8 S&P 500 stocks and developed optimized portfolios using mean variance optimization and CAPM model for asset valuation, and determining their sensitives to macroeconomic scenarios. Finally, used MS Excel solver to minimize the risk and thus maximizing Sharpe ratio

NACUBO-Commonfund Study of Endowments, Buffalo, NY Spring 2016  Performed data analysis, identified determinants and developed recommendations using inferential statistics of fund data from National Association of College and University Business Officers - Commonfund Study of Endowment.