Wang Zhichao - ZHICHAO WANG 143-51 Roosevelt Ave Apt 6H...

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Unformatted text preview: ZHICHAO WANG 143-51 Roosevelt Ave, Apt 6H, Flushing, NY 11354 [email protected] (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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