Welcome to Yongmin Zhang's homepage
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
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Ph.D. in Applied Mathematics,
University of Chicago, 1997.
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M.S. in Applied Mathematics, University of Chicago, 1991
- B.S. in Mathematics,
Fudan University, China, 1989.
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My CV
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Publications
Research Interests
- American Option for Equities and Determination of Optimal Excercise Boundaries
- Mortgage Pipeline Valuation Modeling
- 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
Research Accomplishments
Prizes, Honors, Fellowships
- 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.
Complete List of Courses Taught
Course Web Sites