About Us

Quantitative Finance is an interdisciplinary area between Finance and Applied Mathematics. The research in this area usually requires advanced mathematical skills, such as partial differential equations, stochastic calculus and applied probability, which have been widely used in Engineering and Applied Sciences. The research outputs often have direct applications in empirical finance research and financial derivative trading.

Our publications and events can be viewed here: Publications and Events.

Staff:

• Prof. Jin E. Zhang (Director)
• Dr. Pakorn (Beam) Aschakulporn (Deputy Director)

External Member:

• A.Prof. Xinfeng (Edwin) Ruan

Current PhD Students:

• Wen (Derrick) Xu
• Ruizi Hu
• Tianjiao Li
• Yuzhe Zhang
• Rui Chen

Completed PhD Students:

• Dr. Weihan Li
• Dr. Junyu (Jeffery) Zhang
• Dr. Jungah (Isabella) Yoon
• Dr. Jianhui (Iris) Li
• Dr. Wei Lin
• Dr. Pakorn (Beam) Aschakulporn
• Dr. Xiaolan Jia
• Dr. Wei Guo
• Dr. Tian (Tin) Yue
• Dr. Thi Xuan Nhu Nguyen
• Dr. Sebastian A. Gehricke
• Dr. Xinfeng (Edwin) Ruan
• Dr. Fang Zhen

Completed Masters Students:

• Trey Lincoln
• Mohan Zhang
• Vincent Mooney
• Duncan Roff
• Tianjiao Li
• Yi Shi
• Jasper Struwig
• Thomas Weatherall
• Katherine Scott
• James Stanners
• Thomas Lindsay
• Samuel Kirk-Reeve
• Zisha Zhang
• Jansson Ford
• Dr. Jungah (Isabella) Yoon
• Dr. Pakorn (Beam) Aschakulporn
• Dr. Jianhui (Iris) Li
• Dr. Sebastian A. Gehricke

Completed Summer Research Students:

• Bracken Norris
• Jasper Struwig
• Andre Castaing
• Dr. Pakorn (Beam) Aschakulporn