Peter
- Role
- Pgim Fixed Income
- Location
- Jersey City, NJ, US
- LinkedIn followers
- 500 followers
Experience
Present
Education
Nanjing University
B.S., Mathematics and Physics
Baruch College
Master of Science (MS), Financial Engineering
Louisiana State University
Ph.D, Mathematics
2010 — 2014
Skills
- Latex
- Stochastic Differential Equations
- Mathematica
- Time Series Analysis
- Derivatives
- R
- Programming
- Generalized Linear Regression
- Python
- Mathematical Finance
- Mathematics
- Anticipative Stochastic Calsulus
- Cubic Spline Interpolation
- Monte Carlo
- C++
- Vba
- Data Analysis
- Algorithms
- Sas
- Quantitative Finance
- Term Structure Models of Interest Rates
- Microsoft Office
- Matlab
- Finite Difference Method
- Teaching
- C
- Continuous Time Martingale Model
- Numerical Linear Algebra
- Statistics
- Option Pricing Models
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