A Postcard From: Julia Lin ’17

Name: Julia Lin
Class Year: 2017
Major: Mathematics
Hometown: Westchester, N.Y.

Internship Placement: Mathematics Department, Bryn Mawr College
Job Title: Research Associate (Summer Research)
Location: Bryn Mawr College

What’s happening at your internship?

I’m studying the Black Scholes option pricing formula under Professor Stromquist. The Black Scholes formula is used to determine the value of European-style stock options given parameters such as current stock prices, expected dividends, the price of the option, expected interest rates, time to expiration and expected volatility. Our goal is to see if this theoretical formula can be applied to current day stock portfolios to generate a profit.

Why did you apply for this internship?

One reason I decided to do Summer Research in math was because I wanted to see if I liked math enough to consider going to graduate school. Another reason was because I wanted a chance to explore financial modeling. I’m also very happy to be back on campus for the summer.

Can you talk about the skills you are learning and why they are important to you?

For this project, I’ve been primarily using Excel, but have also been learning Visual Basic in order to scrape data from the web and update my results in real-time.

Since I usually only meet with my professor once a week, I’m given a lot of freedom and responsibility to direct my own research. As a result, I’ve been forced to operate on my own schedule, do the necessary research on my own, and only reaching out to my professor to update on what I am doing, or for more guidance.

Can you give us three adjectives and three nouns that describe your internship experience?

Three adjectives:

1. Thought-provoking
2. Stimulating
3. Rewarding

Three nouns:

1. Exploration
2. Research
3. Responsibility

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