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

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Peng Zhang 516, East 83 St, Apt 2E, New York, 10028 (646)226-6236 [email protected] 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
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