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XU Lei - LEI XU 30 Newport Parkway#3406 Jersey City NJ...

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LEI XU 30 Newport Parkway #3406, Jersey City, NJ 07310 (718) 866-5828 [email protected] EDUCATION NEW YORK UNIVERSITY New York, NY The Courant Institute of Mathematical Sciences MS in Mathematics in Finance (Expected – January 2012), GPA : 3.93/4.00 Math & Finance: Risk-Neutral Pricing, Stochastic Calculus, Black-Scholes Model, Continuous Time Finance, Financial Econometrics, Portfolio Optimization, Rates and FX Models Future Courses: Credit Markets and Models, Time Series Analysis and Statistical Arbitrage, Advanced Numerical Methods in Finance PEKING UNIVERSITY Beijing, China The School of Mathematical Sciences BS in Mathematics and Applied Mathematics, with Financial Math Concentration (July 2010) Major GPA : 3.95/4.00, ranked 1/50 in the department First Prize Winner (top 1%) of Mathematical Contest in Modeling of Peking University, on problem of “Predicting Return on Equity based on financial statement of previous year”, 2008 Math & Statistics Courses : Mathematical Statistics, Regression Analysis, Multivariate Statistical Analysis, Time Series Analysis, ODEs, Stochastic Process, Numerical Methods, etc.
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