Wenziying Chen

Bachelor's

Statistics

JP Morgan Chase

Quantitative Financial Analysis Assistant

- Online - Studied financial option pricing theory and the difference between European and Ameican option pricings - Applied statistical simulation method: American Monte Carlo - Solved the problem of American option pricing - Comparison on Some Modified Confidence Intervals for the Process Capability Index Cp:Simulation and Application - 08/2021-12/2021 - Researcher - Working with Professor and this paper will be publish soon - Proposed a few modified robust interval estimators for classical process capability index(Cp) based on variance under Non-normality - The proposed methods can be recommended to be used in some industry such as production and engineering