Shen Peng - Peng SHEN 516 E.83rd Steet#2E New York,NY,10028...

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Peng SHEN 516 E.83rd Steet #2E New York,NY,10028 Tel: (646)226-0311 E-Mail: [email protected] EDUCATION NEW YORK UNIVERSITY New York, NY The Courant Institute of Mathematical Sciences MS in Mathematics in Finance (expected – December 2011) GPA 3.85/4.0 s Brownian Motion, Ito’s Calculus, Stochastic and Partial Differential Equations, Martingales, CAPM, Black-Scholes, Volatility Models, Risk Management, Derivatives Pricing and Hedging, Interest Rate and Credit Models s Computing: Exotic Options Pricing with Monte Carlo Simulation, Yield Curve and Volatility Surface Building, Market Impact Model and Trading Simulations using C++ and Matlab s Courses in Sprin g: Advanced Interest Rates Models, Continuous Time Finance, PDE for Finance, Time Series Analysis and Statistical Arbitrage, Advanced Numerical Methods ECOLE CENTRALE PARIS Paris, France BS in Applied Mathematics (French Engineering Degree) (2007-2011) GPA 3.90/4.0 s Relevant Coursework: Stochastic Calculus, Econometrics, Statistics, Probability, Programming
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