Yuan Xia
 Yuan Xia
eMail: Contact Form Phone Number(s):
Reception/Secretary: +44 1865 273525
St Hugh's College
Mathematical Institute |
Research Interests:
I am a third year DPhil student at the Mathematical and Computational Finance Group and also a member of the Oxford-Man Institute of Quantitative Finance. I hold a BSc in Mathematics (Peking University). My Supervisor is Prof Mike Giles. My research interests include Monte Carlo methods. Currently, I am working on Multilevel Monte Carlo method for jump-diffusion and more general processes. |
Last updated by on Wed, 28/09/2011 - 12:06pm.
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