Yixuan Wang
Status:
Postgraduate Student
+44 1865 280613
Research groups:
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Research interests:
I am a fourth-year DPhil student in Mathematical and Computational Finance Group, supervised by Prof. Álvaro Cartea. My research interests are market microstructure, algorithmic trading, stochastic control and Hamilton-Jacobi-Bellman quasi-variational inequality (HJBQVI).
Teaching:
- Tutor of M.Sc. Asset Pricing, 2017
- Tutor of M.Sc. Algorithmic Trading, 2017
- Tutor of M.Sc. Stochastic Control, 2017
- Tutor of M.Sc. Financial Derivatives, 2016-2017
Major / recent publications:
Cartea, Álvaro and Wang, Yixuan, Market Making With Minimum Resting Times (October 25, 2018). Available at SSRN: https://ssrn.com/abstract=3192844