**Contact Information**

Dept. of Applied Math. & Statistics

SUNY at Stony Brook

Stony Brook, NY 11794-3600

Phone: 206-805-9156

Fax: 631-632-8490

**E-mail:** yzhang@ams.sunysb.edu

**Education**

- Ph.D. in Applied Mathematics, University of Chicago, 1997.
- M.S. in Applied Mathematics, University of Chicago, 1991
- B.S. in Mathematics, Fudan University, China, 1989.

**My CV**

**Publications**

- American Option for Equities and Determination of Optimal Excercise Boundaries
- Real Estate Finance and Real Options
- Valuation and Hedging for Mortgage Backed Securities
- Interest Rate Modeling and Fixed Income Risk Management
- Estimation and Test for Mean-variance Efficient Portforlio
- Numerical Methods for Partial Differential Equations
- Modeling for Free Boundary Problems
- Monte Carlo Simulations for Turbulent Flow
- Stochastic Models for Chaotic Fluid Mixing
- Simulations for Radiation and Combustion Processes in Star Explosions

- Invited speaker at Fourth World Congress of Nonlinear Analysis, 2004.
- Outstanding Paper Award at the Eleventh Annual Conference on Applied Mathematics, 1995.
- University Fellow in Mathematics, University of Chicago, 1990-1991.
- College Fellow in Mathematics, University of Chicago, 1991-1992.
- Wong Foundation Fellowship, 1990.
- French U. A. P. Prize in Mathematics, 1989.

**Course Web Sites**