Profile of Yiping.Wan

[Yiping_Wan]

Hi all,

I'm not new here, and like the good environment at Baruch. Hope to meet all next year :)
Here's my profile:

- Undergraduate: Nanjing University (top 4 in China ranked on USnews)
- Major: Eletronic Engineering, Acoustics
- GPA: 3.4/4, (3/48)
- Math: Calculus, Linear Algebra, Differential Equation, Curvilinear & Surface Integral, Field Theory, Probability Theory & Stochastic Process, Numerical Computation, Operations Research, Methods of Mathematical Physics
- Others: Digital Signal Processing, Signals and Systems, Theoretical Physics
- Research: Adaptive Echo Cancellation Algorithm Optimization (2 algorithms with matlab simulation): Stochastic Gradient Algorithm ; Normalized Least Mean Squares Algorithm + Double-Talk detection
- Work experience: 2 years(by March. 2007) data warehouse software engineer at HP Shanghai, focused on data warehouse implementation
- Tools: matlab, C++, SQL, Informatica, Business Object
- Finance: CFA Level-1 candidate June 2007

[maxrum]

Hi Yiping,

Your coursework is impressive. CFA exam will also add you some points while wroking in the industry.

Good Luck with your application!

If you have any questions, you are welcome to ask.

[Hien]

Impressive indeed!

Are you in the States now Yiping or still waiting to get here after you get accepted?

[Yiping_Wan]

Thanks :)
I'm working in Shanghai now, and will need F1-visa after being accepted.

[Hien]

Thanks :)
I'm working in Shanghai now, and will need F1-visa after being accepted.

So do you get to use lots of C++ in your current job at HP?

[Yiping_Wan]

sorry, with C++ I mainly test data quality(complex business rules), extract data and write codes in testing tools (Mercury tools). In DW team, we use Unix/SQL/Informatica more frequently. So my status is: I can program in C++, but not a veteran in numerical stuffs(used matlab quite a lot in school for signal processing/simulation and sometimes C++). I know Baruch focuses only on C++ (no matlab/VB), I am doing preparations to arm myself with C++ numerical programs.

Anyway, I still have several months to do preparations.

[Andy]

I am doing preparations to arm myself with C++ numerical programs.
Anyway, I still have several months to do preparations.
If I were you, here is what i would do to prepare
1) Write a full-blow matrix class that can do all the matrix and vector usual operations. This is the core of your numerical code and will be extended continuously.
2) Implement Black-Scholes formula for Euro Call, Put options. The formulae can be found in Hull's or any book. Greeks are also easy to implement.
3) Get Paul Wilmott's The Mathematics of Financial Derivatives: A Student Introduction. This will be used on the second half of the first semester when you do Finite Difference. This is the interesting part of the course.

This should give you lot of stuff to do, specially the matrix class.

[RussianMike]

Very strong profile, CFA is good but it might be tough doing that and MS (then again it may be tough working and doing MS :)). My only advice is C++ the more you know the better