Yiying Cheng Email & Phone Number

Dynamic Researcher with progressive expertise in quantitative and qualitative analysis. Research and Implemented models in :- Time series and other econometrics (statistics) models- Quantitative forecasting models: Markov Switching models, DCC models, Monte Carlo simulation- Real options models, mean-reverting and various stochastic optimal control models- Credit risk modeling: PD/LGD models- Option pricing modelsWide knowledge in statistics, probability and stochastic models, including but not limited to: Bayesian filtering model in forecasting, Competing risk harzard models in mortgage, Teaching courses in Derivatives, Fixed Income, Risk Management, Financial Management, Investments, . PhD course work includes: Econometrics (Statistics) I, II, III (including OLS, Panel data, Time Series Analysis, Micro Economics, Game theory)；Stochastic Calculus, Partial Differential Equations, Corporate Finance, Fixed Income Analysis; Real Estate; Real Options, etc. CFA Charter HolderProgramming with Python, Matlab, SAS, R, STATA