Lingyan Cao

PhD Student (2nd year) Applied Mathematics New Jersey Institute of Technology

Contact:

  Office: 215 Culimore Hall, NJIT

  E-Mail: lc82 at njit.edu

Curriculum Vitae (.pdf)

Teaching:

  Math 111 Honor (calculus I)       Fall 2007 

  Math 104 (Precalculus)              Spring 2007

  Math 103 (Precalculus)               Fall 2006

Research:

 1. ''Singularly Perturbed Integral-Differential Equation of Robin Boundary Value Problem with Some Volterra-integral operators and a Turning Point''( Published in 'Nanjing University Transaction' in November 2005 )

 2.  ''Valuation and numerical Solution of Bermudan Options''  ( the Second Prize in “the 7^th Forum of Fundamental Sciences, Thesis Evaluation” 2005 )

 3. ''Quasi-linear Robin Boundary Value Problems on Singularly Perturbed Integral- Differential Equation with SVolterra-integral operators and a Turning Point'' ( “Excellent Thesis of Undergraduate of Nanjing University ” 2005 )

 4.  “Valuation and Numerical Solution of Asian Options”  ( “Excellent Thesis of Undergraduate of Nanjing University” 2005 )

 5.  “Valuation and Numerical Solution of Binary American Options” (preprint)

 6. “Nine-Points Differential Methods to Solve the First Boundary Problem of Laplace Equation in the Square District” (Graduate thesis for Bachelor Degree)

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