Zeyu Cao

Zeyu Cao

Quant

Role
Quant at Millennium
Location
New York, NY, US
LinkedIn followers
500 followers

Experience

  1. Quant

    Millennium

    Aug 2024 — Present

    Equity Vol: event vol model, vol surface fittingDerivatives modeling and pricingVol fitting for options on futures (financial, fixed income and commodity)Vol related research

Education

  • Stony Brook University

    Doctor of Philosophy - PhD

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