I’m currently a (tenured) assistant professor of Stochastic and Mathematical Finance 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 an IMR 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.
PhD in Financial Mathematics, 2018
The University of Hong Kong, Hong Kong
BSc in Computational Mathematics; BEcon in Finance & Financial Management, 2014
Jilin University, China
Journal Articles
More specifically, my current and completed research projects include optimal pairs trading strategies, time-consistent stochastic optimal control, hidden Markov models, credit risk modeling and credit derivatives pricing & hedging, and participating policies pricing via neural networks, etc.
All of the courses are given in English