Charles Song

Operations Research and Information Engineering
Financial Engineering
MEng
Fall
2011

Biography

MEng Concentration: Financial Engineering
Area(s) of Interest: Trading, Capital Markets
Expected Graduation Date:
December 2011

Charles Song holds a Bachelor of Science in Financial Mathematics from the University of Michigan, Ann Arbor. His undergraduate studies emphasized a solid mathematical foundation and application of quantitative techniques in finance and economics.

Charles developed his interest in finance by actively investing in both the equity and commodity markets during his undergraduate years as a way to fund his education. He traded extensively using technical analysis of the price history of the securities. To further enhance his understanding of quantitative investment methodologies, he worked with Prof. Shige Peng as a research assistant in Shandong, China. His project was on backward stochastic differential equations and its applications in the corresponding stochastic optimization theory of financial mathematics such as portfolio construction in order to meet specific investment goals.

After graduating from Cornell Financial Engineering program, Charles wants to apply his market knowledge and quantitative skills to pursue a career in trading.

In his spare time, Charles enjoys soccer, tennis and poker.