PHUNG TUAN NGUYEN
506 West 170th St. Apt. #14 • New York, NY 10032• 614-507-2155 • ptn2101@columbia.edu
EDUCATION
Combined 3-2 Degree Plan
Columbia University, Fu Foundation School of Engineering and Applied Science
Bachelor of Science in Mechanical Engineering
GPA: 3.68/4.0, Honors: Dean’s List 2004-2006, Cum Laude
Denison University
Bachelor of Science in Physics and Mathematics
GPA: 3.3/4.0, Honors: Dean’s List 2001-2002
New York, NY
May 2006
Granville, OH
May 2004
Relevant Course Work
• Linear Algebra • Advanced PDEs • Fourier Analysis • Principles of Error Analysis • Simulation • Introduction to C++ • Mechatronics
• Advanced Quantum Mechanics • Topics in Financial Engineering • Topics in Derivatives Pricing: The Volatility Smile • Heat Transfer
Project Experience
Topics in Financial Engineering
Columbia University
New York, NY
Spring 2006
 Worked with two colleagues on a research project investigating the “Value-at-Risk (VaR) and Its Problems”
 Wrote programs to solve Black-Scholes equation for options pricings, to simulate stock evolution using binomial lattice model, and to
compute expected P&L for hedging with implied volatility
 Used Monte Carlo simulations to calculate Value-at-Risk, and Expected Shortfall
 Implemented quadratic approximation method for pricing functions and Extreme Value Theory method for VaR calculation
 Coauthored research paper and presented research to colleagues
Research Assistant
Optical Nanostructures Laboratory, Columbia University
New York, NY Spring-Summer 2005
 Analyzed optical structures, numerically calculated their properties, and helped design MEMS/NEMS devices for integrated circuits
 Attended weekly meetings, gave presentations on findings, and coauthored a published research paper
EXPERIENCE
Physics Department
Denison University
Granville, OH
Summers 2003 and 2004
Research Assistant
 Conducted physics research on maximizing bandgaps and modeling photonic crystals
 Coded using finite element and finite difference techniques to numerically solve Maxwell’s differential equations
 Optimized numerical methods and codes for faster convergence of solutions and lower memory storage
 Researched on numerical methods for boundary problems to partial differential equations
 Wrote research paper and presented findings at the Summer Scholars Meeting (Denison University) and at the Society of Physics
Students Conference (Case Western Reverse University), and coauthored a research paper pending from publisher
Physics Department
Denison University
Granville, OH
Fall 2001-Spring 2004
Teaching Assistant
 Graded students’ homework, laboratory reports, and helped 10-20 students in discussions on topics ranging from the proper methods
and procedures in the laboratory, testing theories, and the proper use of equipment
 Helped students with homework, and exams’ preparations
LEADERSHIP ACTIVITIES
Lambda Chi Alpha Fraternity
Denison University
Granville, OH
Educational Chair (2002), member
 Monitored academic progress of the 30+ fraternity brothers, and motivated them to do well in academics
 Succeeded in improving the fraternity’s academic ranking from 4 th to 1st
 Assisted the Fraternity Executive Board to further the interests of Lambda Chi Alpha Fraternity
2001-Present
East Asian Club
Denison University
Granville, OH
2001-2004
President (2003), Vice President (2002), Public Relations (2001), member
 Collaborated intimately with the club officers, and delegated responsibilities to the 20+ club members to sponsor events
 Coauthored with the treasurer on proposals to attain $2400 funding, and allocated funding for the club’s activities
 Corresponded with other organizations to hold an event with 140+ guests including the President of Denison University
SKILLS
Fluent in Vietnamese and knowledge of French. Proficiency in C++, C, Matlab, Mathematica, Maple, Pascal, Assembly, Microsoft Office
(Excel, PowerPoint), Linux, and OS X environments