CHEN, Xi (Ivy)

     

      Master's Student in Financial Mathematics Program

      Department of Mathematics

      The University of Chicago

      email: xichen at uchicago.edu

 

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             Spring 2008 Courses

1. FM 334 - Statistical Risk Management by  Jostein Paulsen

2. FM 369 - Portfolio Theory and Risk Control by  Jon Frye & John Zerolis

3. FM 374 - Advance Option Pricing by Jack W Mosevich & Izzy Nelken

4. GSBC 412 - Analysis of Financial Time Series by Ruey-Shiong Tsay

        

             Winter 2008 Courses

1. FM 320 - Numerical Methods I by Roger Lee

2. FM 373 - Foreign Exchange by Tim Weithers & Alfred Kanzler

3. FM 345 - Stochastic Calculus-1 by  Jostein Paulsen

4. FM 368 - Fixed Income Derivatives-2 by Yuri Balasanov & Jeffrey R. Greco & Lida Doloc

5. FM 323 - Computing for Finance-2(C#) by Niels O. Nygaard

 

             Fall 2007 Courses

1. FM 330 - Mathematical Foundations of Option Pricing by Roger Lee

2. FM 367 - Portfolio Theory and Risk Control by John Zerolis & Paul Staneski

3. FM 331 - Financial Data Analysis by Per A. Mykland

4. FM 366 - Fixed Income Derivatives-1 by Yuri Balasanov & Jeffrey R. Greco & Lida Doloc

5. FM 322 - Computing for Finance-1(C#) by Niels O. Nygaard

 

 

 

                                             Last Updated on Apr. 10^th, 2008

                                      ©2007 --2008 Xi CHEN @ The University of Chicago