Zhang Peng - Peng Zhang 516, East 83 St, Apt 2E, New York,...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
Peng Zhang 516, East 83 St, Apt 2E, New York, 10028 (646)226-6236 peng.zhang@nyu.edu EDUCATION NEW YORK UNIVERSITY New York, USA The Courant Institute of Mathematical Sciences MS in Mathematics in Finance (expected – Dec 2011) Mathematics: Stochastic Calculus, Time Series Analysis, Statistics, Monte-Carlo Simulation and finite difference methods Finance: Black Scholes Formulas and Greeks, Arbitrage Free Pricing, Binomial Tree, Portfolio Optimization and Risk Management, CAPM Model, Market Microstructure Computing: Derivatives pricing using C++, Optimal Trade Execution, Algorithmic Trading TELECOM ParisTech (Sep 2007 – Sep 2010) GPA 3.99/4.0 Paris, France BS, MS in Mathematics, French Engineer Degree, Majoring in Mathematics Financial Mathematics Project: Pairs trading strategy Key topics: CAPM model, ARMA process, Cointegration Test of time series, Dickey-Fuller test Strategy back-tested by using Matlab and R Lycee Malherbe MPSI MP* (Sep 2005 – Jul 2007) Basse Normadie, France
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.
Ask a homework question - tutors are online