David Bai
David Bai received his Ph.D. from Princeton University in 1996. He has been
with Bear Stearns in New York since 1998 and is a Managing Director
responsible for the risk management of interest rate derivatives. Before that
he worked for Salomon Brothers for two years as a quantitative analyst. His
main research interests include derivative modeling and the associated risk
management and computational issues.
Phone: 0086-21-68120147
Email: d.bai@ ustc-feam.org
Jian-Chiu Han
JC Han had a
