+44 1865 273524
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
I am a DPhil student at the Mathematical and Computational Finance Group at the Mathematical Institute, under the supervision of Prof. Xunyu Zhou. I received my undergraduate degree in statistics and economics from Peking University. My research interest is risk management in finance and actuarial sciences.
Michaelmas Term 2014: TA for Stochastic Calculus, Statistics & Financial Data Analysis
Hilary Term 2015: TA for Advanced Financial Data Analysis, Econometrics of Volatility
Michaelmas Term 2015: TA for Stochastic Calculus, Statistics & Financial Data Analysis
Hilary Term 2016: Tutor for Stochastic Volatility, Credit Derivatives, and Commodities
Michaelmas Term 2016: Tutor for Stochastic Calculus, Introduction to Statistics, and Statistics & Financial Data Analysis
Prizes, Awards, and Scholarships:
I am a student member of the Oxford-Man Institute of Quantitative Finance and the Oxford-Nie Financial Big Data Laboratory.
Major / Recent Publications:
Risk Management with Weighted VaR. To appear in Mathematical Finance