About me

I’m currently a (tenure-track) assistant professor of Financial Stochastics in the group of Applied Probability at the Delft Institute of Applied Mathematics, TU Delft. Before joining TU Delft, I was a postdoctoral researcher at RiskLab, Mathematics Dept. of ETH Zurich. I was also a postdoctoral fellow at the Mathematics Dept. of the University of Hong Kong for a few months where I did research at the Advanced Modeling and Applied Computing Laboratory.

Please find my CV here.

More specifically, my completed and current research projects include credit risk modeling and credit derivatives pricing & hedging, hidden Markov models, optimal pairs trading strategies and participating policies pricing via neural networks, etc.