Qi Sun

Finance

Ph.D. Finance 2016 (expected), Olin Business School, Washington University in St. Louis
B.S. Mathematics A.B. Economics & Business 2011, Lafayette College

Research interests:

Theoretical and Empirical Asset Pricing, Empirical Corporate Finance, Game Theory

Papers:

"Copula Correlation, Default Correlation and the Copula Method with the Mixture Normal Model on Asset-Backed Securities," Honor Thesis, 2011

"CDO Squareds: the Case of Subprime Mortgages," Journal of Structured Finance, Chambers, D., Kelly, M., Lu, Q. etc., 2011

Academic/professional activities:

Presenter, Joint Mathematics Meetings 2011
Presenter, National Conference on Undergraduate Research 2011

Other Professional Experience:

Research Assistant, American Institute for Economic Research, US (2010 - 2010)

Awards/honors:

Doctoral Fellowship, Olin Business School, 2011 - present
Meritorious Award, Mathematical Contest in Modeling, 2010
E.C. Harwood Scholarship, American Institute for Economic Research, 2010
Eugene P. Chase Phi Beta Kappa Prize, Lafayette College, 2009

Personal interests:

Piano, badminton, detective novels