Fan Lizzie Yiqun - LIZZIE YIQUN FAN 457 FDR Drive APT A1607...

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Unformatted text preview: LIZZIE YIQUN FAN 457 FDR Drive, APT A1607, New York, NY 10002 [email protected] (+1) 347 663 0486 EDUCATION NNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNN NN NEW YORK UNIVERSITY New York, US The Courant Institute of Mathematical Sciences MS in Mathematics in Finance (expected – January 2012) square4 Finance: Risk-Neutral Measure, Black-Scholes Formula, Portfolio and Risk Management, CAMP, Black-Litterman, Interest Rate Models square4 Mathematics: Stochastic Calculus, Econometrics, Martingales, Feynman-Kac formula square4 Computing: Statistical Analysis, Strategic Portfolio Selection with MATLAB; Projects in C++ include Yield Curve, Volatility Surface Model and Monte Carlo Simulation, square4 Future Coursework: Active Portfolio Management, Advanced Risk Management, Interest Rates & FX Models, Time Series Analysis and Statistical Arbitrage, Computational Methods in Finance HUAZHONG UNIV OF SCI & TECH (2004 – 2008) BS in Statistics Wuhan, China square4 Coursework include: Advanced Algebra, Calculus and Derivatives, Bayesian Statistics,...
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