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
Various regression techniques
MA, Boston University, Mathematical Finance, 2007.
MS, Fudan University Institute of Mathematics, Mathematics, 2006.
BS, Fudan University School of Mathematical Sciences, Mathematics, 2003.
Ph D, Boston University Questrom School of Business, Mathematical Finance.
Doctoral Fellowship, Boston University Questrom School of Business, Service, University. (5 1, 2016).
From Sep 2012 to May 2016
2011 and 2012