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Zhang Junchao - JUNCHAO(JESSE ZHANG 30 Newport Parkway...

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JUNCHAO (JESSE) ZHANG 30 Newport Parkway, Apt #3406, Jersey City, NJ 07310 917-833-8525 || [email protected] EDUCATION NEW YORK UNIVERSITY New York, NY The Courant Institute of Mathematical Sciences MS in Mathematics in Finance (Expected – January 2012) GPA: 4.0/4.0 Rank: 1/37 ± Coursework : Equity Derivatives, Interest Rate, FX, Energy & MBS, No-Arbitrage Pricing, Numeraire, Black-Scholes, Greeks, Dynamic Hedging & Replication, Local & Stochastic Volatility, Interest Rate & FX Models, Econometrics, Risk & Portfolio Management, Time Series, Ito Calculus, Monte Carlo ± Future courses : Time Series Analysis & Statistical Arbitrage, Credit Markets, Computational Methods in Finance, Financial Modeling across different markets Fudan University (2006 - 2010) Shanghai, China BS in Computing Mathematics, Department of Mathematical Sciences GPA: 3.7/4.0 ± Senior Thesis : “Time Series Analysis of Volatility on Hang Seng Index”, with utilization of ARMA and GARCH models and implementation in Matlab
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