Yan Michael - MICHAEL WENTAO YAN Apt 2T 184 Thompson Street...

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MICHAEL WENTAO YAN Apt 2T, 184 Thompson Street, New York, NY 10012 [email protected], (626)298-3968 EDUCATION NEW YORK UNIVERSITY New York, NY Courant Institute of Mathematical Sciences MS in Mathematics in Finance (Expected - January 2012), GPA 3.925/4.0 Finance: Binomial Trees, Risk-Neutral Measure, Black-Scholes Model, Options Pricing, Portfolio and Risk Management Mathematics: Stochastic Calculus, Feynman-Kac formula/Backward Equation, Econometrics Computing: Statistical Analysis using MATLAB, Projects in C++ include Monte Carlo Framework and Trading Simulation Framework Future Coursework: Continuous Time Finance, Int Rates & FX Models, Active Portfolio Management, Advanced Risk Management, Time Series Analysis And Statistical Arbitrage, Computational Methods in Finance CALIFORNIA INSTITUTE OF TECHNOLOGY Pasadena, CA MS in Electrical Engineering
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