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![\[ \frac{\partial V}{\partial t} = -\frac{1}{2}\sigma^2 S^2 \frac{\partial^2 V}{\partial S^2} - rS \frac{\partial V}{\partial S} + rV \]](/twiki/pub/Main/JosephWang/latexb65aad5525ab7a697aea5ef9ee9ad48c.png)
Welcome to Joe's Home Page.I am Dr. Joseph Chen-Yu Wang (王承宇）. see DesigningThePerfect I'm physically located in Austin, Texas, but I will be on the MIT campus in Cambridge about once a month, and I make occasional side trips to NYC. I'm always interested in talking with people doing things involving distance education reform and/or quantatitive finance in Chinese securities. One of my major projects right now is to become an expert on using quantitative methods to understand the greater Chinese financial markets, particularly the Shanghai and Shenzhen markets. It's actually a remarkably useless skill right now (which is why very few people are doing this), but it should start being useful fairly quickly. To do this I have been working actively on Quantlib (http://wiki.quantlib.org) and connecting QuantLib? to the statistical package R through Quantlib.RSwig Notes in MitReunionBlog on 2006 June 10. I've started some notes from the CSISTaiwanConference on 2006 March 23. I keep a log of my thoughts on my China Blog. Also some other random stuff in my JosephWangGeekReviews. See notes on Chinese Fund Model which includes a mention of the Third Lever Theory.Please exploit meI have a Ph.D. in theoretical astrophysics. I can code C++, read Chinese, crunch partial differential equations, and run web servers. I also have worked at a major petroleum/oil exploration company for almost seven years, and have done socket level and database programming in multi-user soft real-time systems. I also am a developer on www.quantlib.org the QuantLib? quantitative finance open source package. Despite the fact that the users of QuantLib? are no doubt making millions if not billions of dollars from the package, I am unpaid and work on the library largely because it amuses me. If you wish to exploit my skills so that you can make a ridiculously large amount of money for your own selfish ends, and are willing to just toss back a few coins of the huge pile of cash you can to make by using and abusing me, please do get in touch.Some links
Some commentsSee notes from the Chinese Financial Association 2005 conference. See JosephWangRmbHomework for some homework problems involving the RMB.Link to China Blog.You can find out a lot about me by checking out my social bookmark links at http://de.lirio.us/rubric/entries/user/josephwangAbout MeI live in Austin, Texas and am married with two kids. I am the Joseph Wang raised in Ocala, Florida. I went to Forest High School and then the Massachusetts Institute of Technology and got my Ph.D. in astrophysics at the University of Texas at Austin. My 200 page seven year dissertation can be summarized as follows: * Q: Does convection help iron core collapse supernova models to explode? * A: No For the long version you can see BoomCode . I'm currently a astrophysicist turned computer programmer in Austin, Texas and am married with a wife and two kids. My interests are in improving society. I think academia and the educational system stinks, and I've been active in distance education to make it stink slightly less. I've also decided to do some research in quantitative finance?.Desktop linksThese are links to various pages for my own reference.....
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