This is a collection of some of my technical work related to quantitative finance.
Python in Finance
We use Python in some of our classes, and here is some of my work:
C++ Project in Risk Management
- I am a grad student at the University of Michigan, in the Quantitative Finance and Risk Management program, expecting to graduate at Dec, 2016. I did my undergraduate in Zhejiang University as an economics student.
- I am interested in option pricing, asset allocation, and risk management. In summer 2016, I interned at State Street in their Hangzhou Office, and implemented quantitative asset allocation models for a robo-advisor project.