Deane Yang, Ph.D., Research

deane@kalotay.com

Deane Yang is Director of Research at Andrew Kalotay Associates. He has worked with Andy Kalotay to develop new models for pricing induced options and mortgage-backed securities, as well as the VRM hedge effectiveness test for FAS 133. He has previously worked at Sumitomo Bank Capital Markets, where he worked on credit risk, VaR, and interest rate derivative pricing models.

A Professor of Mathematics at Polytechnic University, he has also been a faculty member at the Courant Institute of Mathematical Sciences at New York University, Columbia University, and Rice University. He does research in differential geometry and geometric analysis.

Deane has a B.A. in Mathematics and Physics from the University of Pennsylvania and a Ph.D. in Mathematics from Harvard University.