Welcome

This is a collection of some of my technical work related to quantitative finance. Homework sets, papers I've authored, Python programs, and blog posts are all fair game.

Programming in Finance

We use Python, R, Matlab and SQL in some of our classes and I have experiences in C#.

About me

My name is Yiya Luo. I am a graduate student at the University of Michigan, in the Quantitative Finance and Risk Management program. I did my undergraduate work in Traffic Engineering at Sun Yat-sen University in China.