About the Author
Yi Tang is currently with Goldman, Sachs & Co., Inc. as the head of a Strategies Group in FICC. Previously, he was with Bear, Stearns & Co., Inc. as a Managing Director / Principal in the F.A.S.T Department and the head of a Quant group responsible for part of the interest rate derivatives modeling and part of the IR/Credit hybrid derivatives modeling. Prior to that, he was a Vice Present in a Quant group at Goldman, Sachs & Co, Inc. He also worked as a Quantitative Financial Analyst at Cambix and Rubicon Financial Systems, Inc. Before switching to the field of Quantitative Finance, he worked as an Adjunct Assistant Professor of Physics and a Postdoc researcher at UCLA, and as a Senior Scientist and a Project Manager at Princeton Electronic Systems, Inc. with extensive collaborations with Sarnoff Corporation, formerly RCA. Yi has been an invited speaker at several conferences/seminars on Quantitative Finance. He received his PhD in Physics from University of California at Los Angeles (UCLA) in 1992.