• EMAIL:  llzhang@bu.edu
  • OFFICE HOURS: By Appointment
    Questrom School of Business
    Rafik B. Hariri Building
    595 Commonwealth Avenue
    Boston, MA 02215


        Numerical solutions to forward-backward stochastic differential equations

        Numerical solutions to quasi-linear PDEs

        Statistical inference for continuous time processes

        Dynamic portfolio optimization

        Asset pricing in partial and general equilibrium, derivative pricing

        Credit risk models

        Geometric arbitrage theory

        Stochastic calculus on manifolds

        Time-series models

        Various regression techniques

  • EDUCATION Open or Close

    MA, Boston University, Mathematical Finance, 2007.

    MS, Fudan University Institute of Mathematics, Mathematics, 2006.

    BS, Fudan University School of Mathematical Sciences, Mathematics, 2003.

  • PUBLICATIONSOpen or Close


      Detemple, J. B., Lorig, M., Rindisbacher, M., Sturm, S., & Zhang, L. An Analytic Expansion Method for Forward-Backward-Stochastic-Differential Equations.

  • AWARDS AND HONORSOpen or Close

    Doctoral Fellowship, Boston University Questrom School of Business, Service, University. (5 1, 2016).

    From Sep 2012 to May 2016

    Best Paper Award, Fudan University School of Economics, Research. (10 1, 2014).

    Award for Most Innovative Projects, Everbright Securities, Research. (12 1, 2012).
    2011 and 2012

    Award for the Highest GPA, Boston University Mathematical Finance Program, Research. (5 1, 2007).

    Graduate Scholarship, Fudan University Institute of Mathematics, Research. (9 1, 2005).