Graduate Student, PhD Candidate.
Department of Mathematics
Applied Math and Scientific Computing Program
Student of Dr.Dilip Madan, Math Finance
qchen@math.umd.edu
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TA work: Math246 Diff Eq (2007Spring)
Office hour: Thu 5:50-7:50pm
Office No. Math2117
Instructor: Dr.Long Chen
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TA work: Cal III(2006 Fall)
Office hour: Tue Thu 10:00-11:00
Office No. Math2117
Tutoring hour: Mon 4:00-5:00
Instructor: Dr.Grillakis
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Research:
Applied Area: CDO Pricing model.
Math Content: Probability, Stochastic Process. Statistics, PDE, Numerical Method.
Master Thesis: CDO Pricing And Copula Method
Current interest: To find the correlation structure for the multi-default process for CDO. Please see AMSC663 for more detail.
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AMSC663
Proposal Presentation Slides: pdf
Written Proposal: pdf
First Semester paper: pdf
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Interest:
Piano. Here is a short clip.. Chopin Etude Op.25 No.1 click here
Competitive Ballroom Dancer.
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AIM: QiwenUMD
MSN: qiwen_chen_sh@hotmail.com
Also I am facebookable:)