Tokyo Institute of Technology
Yuming Ma is a PhD candidate in Mathematics and Operations Research at the Tokyo Institute of Technology under the supervisor of professors Kazuhide Nakata and Syoiti Ninomiya. His main field of research is Stochastic Calculus and Malliavin Calculus, in particular their applications in options market making practices. His current interest is accelerating the LSV calibration and pricing for exotic products down to seconds. He has years of quantitative research experience in options on FX, commodities, equities and ETF products, and with experience in directing an investment strategy development team for a hedge fund in Shanghai.