This is a collection of some of my technical work related to quantitative finance. Homework sets, papers I've authored, Python programs, and blog posts are all fair game.

Python in Finance

We use Python in some of our classes, and here is some of my work:


About me

I am a grad student at the University of Michigan, in the Quantitative Finance and Risk Management program. I have majored in Financial Engineering since undergraduate school. I've done research in People's Bank of China about measuring systemic risk. My hobbies are Basketball, Snooker, Texas Hold'em, Violin.