Fei He

Graduate Students, PhD
Fei He started his PhD program at Columbia in the Fall of 2013. Currently he is working with Prof. Jose Blanchet on simulations of rough path equations, algorithms for optimal transport, distributional robust optimizations and their applications in financial engineering. 
Before coming to Columbia University, he attended Heidelberg University in Germany where he received a B.Sc. and a M.Sc. in Mathematics.

Faculty Advisor: Prof. Jose Blanchet

500 W. 120th St., Mudd 315, New York, NY 10027    212-854-2942                 
©2014 Columbia University