1. 3302
Peppermill
Dr.
Apt.
2D
West
Lafayette,
IN,
47906
765-­‐491-­‐1164
www.linkedin.com/pub/binghe-chen/26/362/a46/
bhchen87@gmail.com
BINGHE
CHEN
OBJECTIVE
Seek
for
a
full-­‐time
position
as
a
Quantitative
Analyst
/
Financial
Analyst
/
Financial
Engineer
EDUCATION
! Doctor
of
Philosophy,
Computational
Mathematics,
3.7/4.0
Purdue
University,
2010
–
Expected
Dec.
2015
! Master’s
Degree,
Computational
Finance,
3.8/4.0
Purdue
University,
2013
–
Expected
May
2015
! Master’s
Degree,
Computational
Mathematics,
3.7/4.0
Zhejiang
University,
2008
–
2010
! Bachelor’s
Degree,
Mathematics
and
Applied
Mathematics,
3.6/4.0
Zhejiang
University,
2004
-­‐-­‐
2008
PUBLICATION
! An
Iterative
Method
for
Solving
the
Falkner-­‐Skan
Equation,
Appl.
Math.
and
Comp.
Volume
210,
Issue
1,
P.
215-­‐222,
2009
(with
Jiawei
Zhang)
! Least-­‐Squares
Methods
for
the
Oseen
Equation,
SIAM
J.
Numer.
Anal.
(Submitted)
(with
Zhiqiang
Cai)
PROJECTS
! DESIGN
AND
DEVELOP
A
QUANTITATIVE
FINANCE
LIBRARY
WITH
C++
The
library
contains
1. functions
for
option
pricing
under
the
Black-­‐Scholes
model
of
the
methods:
Black-­‐Scholes
formula,
Monte-­‐Carlo
simulation,
finite
difference
methods;
2. functions
for
implied
volatility;
3. functions
for
bond
price
and
yield,
under
several
short
rate
models
including
the
affine
term
structure
model.
! A
COMPREHENSIVE
OVERVIEW
OF
GREEKS
VALUATION
WITH
MATLAB
Responsible
for
the
finite
difference
methods
for
the
valuation
of
Greeks.
MAIN
COURSES
! STAT
540:
Mathematics
of
Finance
[A+]
! STAT
541:
Advanced
Probability
and
Options
with
Numerical
Methods
[currently
taking]
! STAT
598W:
Financial
Computing
and
Algorithm
Design
[A-­‐]
! MA
523:
Introduction
to
Partial
Differential
Equations
[A]
! MA
519:
Introduction
to
Probability
[A+]
! CS
51501:
Parallelism
in
Numerical
Linear
Algebra
[A]

2. booBkO
OK
READING
Page
2
! Thomas Bjork:
Arbitrage
Theory
in
Continuous
Time,
third
edition;
PROGRAMMING
! MATLAB,
C,
C++.
In
Spring
2015,
I
will
take
the
course
‘Spreadsheet
Simulation’,
which
is
mainly
about
simulating
option
pricing
on
excels.
I
believe
I
will
be
proficient
on
VBA
at
the
end
of
the
semester.