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Unformatted text preview: ZHICHAO WANG 143-51 Roosevelt Ave, Apt 6H, Flushing, NY 11354 email@example.com (718) 629-8166 OBJECTIVE To find a position as a risk or portfolio manager at an asset manager or investment bank EDUCATION NEW YORK UNIVERSITY New York, NY The Courant Institute of Mathematical Sciences MS in Mathematics in Finance (expected December 2011) Coursework includes: Financial courses: using models such as the risk-neutral pricing model, binomial tree model, and Black Scholes model to price derivative securities including equity, fixed income, FX and interest rate derivatives; interest rate models such as the Vasicek model, Ho-Lee model, Hull- White model, and Cox-Ingersoll-Ross model Risk and portfolio management: using models such as VaR, Sharpe ratio, stress and scenario testing, Monte Carlo simulation, mean-variance analysis, CAPM and APT , Black-Litterman model, liquidity, and credit risk Computational finance: using C++ to collect and use data to produce various pricing models,...
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- Spring '11