He Rui - Levy He 31 River Court, Apt 3311, Jersey City, NJ...

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Levy He 31 River Court, Apt 3311, Jersey City, NJ 07310 Cell Phone: (917)703-3707, Email: rh1303@nyu.edu NEW YORK UNIVERSITY New York, NY EDUCATION The Courant Institute of Mathematical Sciences MS in Mathematics in Finance (expected – January 2012), GPA 3.7 Math & Finance: Itô calculus, martingales and measures, stochastic differential equations, Feynman- Kac, Black-Scholes, Greeks, Black-Litterman, risk & portfolio management with econometrics Spring Courses: PDE for Finance, Continuous Time Finance, Scientific Computing, Interest Rate & FX Models Teaching Assistant for Numerical Analysis ZHEJIANG UNIVERSITY (2006-2010) Hangzhou, China BS in Mathematics & Applied Mathematics with Honors, GPA 3.9 Ranking: 4/109 Applied statistical inference and deduced an approximation equation in Queueing Theory, eventually constituted a rule system to help a hospital efficiently arrange limited beds, won the First Prize (top 50 out of 12,272) in China Undergraduate Mathematical Contest in Modeling
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