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.
Staff:
- Prof. Jin E. Zhang (Director)
- Dr. Pakorn (Beam) Aschakulporn (Deputy Director)
External Member
Current PhD Students:
Completed PhD Students:
- 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:
- 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:
- Jasper Struwig
- Andre Castaing
- Dr. Pakorn (Beam) Aschakulporn