Advisor: Prof. He
Linan Yang graduated as a doctoral student in the IEOR department since September 2011. She worked with Professor Paul Glasserman from Columbia Business School on Credit Valuation Adjustment (CVA) and Wrong Way Risk. She also worked with Professor Xuedong He from IEOR on Realization Utility of Optimized Trading Strategy. She received her BSc in Industrial Engineering from Tsinghua University and MS in Operations Research from Columbia University.