Dr. Ke Yu accepted position of Associate at JP Morgan

May 24, 2010

Ke Yu successfully defended his PhD dissertation, May 21, 2010.   His thesis is titled, "High Frequency Data Based Asset Allocation and Dynamic Covariance Matrix Modeling".  Ke received his Bachelor's degree in Mathematics and Statistics from the Univ. of Oxford and earned his MSc in Financial Math from Stanford.  His research interests are in quantitative strategies and trading and structuring.  The department wishes Ke a heartfelt congratulations!