Links Study Courses Teaching Resume Photos Book Background, a retrospective look Le Sun, known as Jerry, was born in a tiny town in the South East China. His family were there due to certain historical reasons. In 1999, he obtained a B.S. degree in Applied Mathematics from Shanghai Jiao Tong University . In the same year, he joined the Department of Mathematics in University of Washington and a year later, the Department of Statistics of the same school. He has determined his mind to be a researcher in finance, digging gold with the tools he has collected and are collecting over years.
Course work No courses in summer.
To see previously taken courses, click here . Research Jerry's main research interest is finance. He took classes from Professor Martin in Portfolio Opimization and Modern Statistics in Finance and started to read papers in finance which use statistical method in dealing finance problems. He has written S-Plus code for this problem, and will implement interior point method to solve this problem with MatLab. Jerry is also interested in other topics such as hedging, bayesian approach, and economics.