Tian Li - Li(Luke Tian 17403 Jewel Ave Fresh Meadows NY 11365 Tel(646)207-4778 Email [email protected] EDUCATION NEW YORK UNIVERSITY New York NY The

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Li (Luke) Tian 17403 Jewel Ave. Fresh Meadows, NY 11365 Tel: (646)207-4778 Email: [email protected] EDUCATION NEW YORK UNIVERSITY New York, NY The Courant Institute of Mathematical Sciences MS in Mathematics in Finance (expected – January 2012) GPA: 3.8 Risk and Portfolio management(PCA, Regression), Derivate Securities, Black-Scholes Model, Arbitrage Pricing Models, High Frequency Trading with Market Impact Model, Stochastic Calculus, Time Series model. Simon Fraser University (2007-2009) Vancouver, BC, Canada M.Sc. Applied and Computational Mathematics (PDE) GPA: 3.9 Alberta University (2002-2006) Edmonton, AB, Canada B.S. Of Science (Specialization) in Computational Mathematics GPA: 3.6 EXPERIENCE QuIC Summer Internship 2009 Implemented C++ program enhancing the performance of a credit risk model for structured products (CDOs); delivered improved accuracy results and faster running time for risk managers. Developed algorithm and prototype to test numerical convergence /efficiency of PDEs of a
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This note was uploaded on 11/02/2011 for the course ECON 212 taught by Professor Zehua during the Spring '11 term at Covenant School of Nursing.

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