Doctoral Students

• Xiangwei Wan,
  Graduation year: 2010,
  Dissertation title: "A Study of Convertible Bond: Optimal Strategies and Pricing",
  First position: Assistant Professor, Antai College of Economics and Management, Shanghai Jiao Tong University.
  
• Zhengyu Huang,
  Graduation year: 2012,
  Dissertation title: "Exact Simulation and Importance Sampling of Diffusion Processes",
  First position: Quantitative Analyst, Shanghai Long Life Investment Co., Ltd.
  
• Yanchu Liu,
  Graduation year: 2012,
  Dissertation title: " Monte Carlo Simulation in Risk Estimation",
  First position: Assistant Professor, Lingnan (University) College, Sun Yat-sen University.
  
• Nian Yang,
  Graduation year: 2013,
  Dissertation title: "Computational Issues of Stochastic-Alpha-Beta-Rho (SABR) Model",
  First position: Assistant Professor, Department of Finance and Insurance, School of Business, Nanjing University.
  
• Wei Yu,
  Graduation year: 2014,
  Dissertation title: "A Supersolution/Subsolution-Based Iteration Approach for SDP and RSDP",
  First position: Quantitative Researcher, WorldQuant, LLC.
  
• Xin Liu,
  Graduation year: 2015,
  Dissertation title: "An Optimization View of Financial Systemic Risk",
  First position: Assistant Professor, Department of Finance, Business School, Yangzhou University.
  
• Yiwei Wang,
  Graduation year: 2017,
  Dissertation title: "Simulation and Estimation from Characteristic Functions",
  First position: Lecturer, School of Economics and Management, Southeast University.
  
• Yan Wang,
  Graduation year: 2018,
  Dissertation title: "Transitory Behaviors of Large Population Game,"
  First position: OTC Option Department, CITIC Securities Capital Management, Shanghai, China.
  
• Jing Chen,
  Graduation year: 2018,
  Dissertation title: "Leverage Constraint, Market Liquidity, and Systemic Fragility",
  First position: Senior AI Algorithm Engineer, KUAYUE-EXPRESS, Shenzhen, China.
  
• Xiang Ma,
  Graduation year: 2019,
  Dissertation title: "Two Problems in Stochastic Control: A Dual Based Approach with Information Relaxation and Optimal Spread Crossing in A Limit Order Book Market",
  First position: Quantitative Researcher, High-Flyer Quant, Hangzhou, China.
  
• Yueting Hu,
  Graduation year: 2020,
  Dissertation title: "Approximate Likelihood Estimators for Discretely Observed Jump-Diffusions",
  First position: Quantitative Researcher, Pinpoint, Shanghai, China.
  
• Jiahui Ji,
  Graduation year: 2021,
  Dissertation title: "Liquidity, Debt Overhang, and Investment",
  First position: Quantitative Researcher, WorldQuant, Shanghai, China.
  
• Jia Li,
  Graduation year: 2023,
  Dissertation title: "Duality-based Approach with Information Relaxation in Reinforcement Learning and Optimal Control",
  First position: Quantitative Researcher, JP Morgan, Beijing, China.
  
• Qiheng Ding,
  Graduation year: 2023,
  Dissertation title: "Studies on Internal Liquidity and Market Liquidity",
  First position: Quantitative Researcher, Bopu Fund, Shenzhen, China.
  
• Chengli Ren,
  Graduation year: 2023,
  Dissertation title: "Two Topics in Financial Engineering: Ito-Taylor Expansion of Jump-diffusion Processes and Evolutionary Game for MARL",
  First position: Quantitative Researcher, Axiom Quant, Beijing, China.
  

Post-doctoral Fellows

• Chi Man Leung,
  First position: Research Assistant Professor, Department of Mathematics, Hong Kong Baptist University.
  

• Xin Liu. Finalist (top 5), Best Student Research Paper Competition, Section of Financial Service, INFORMS, 2015.
• Xin Liu. Second Place Prize, Best Student Research Paper Competition, The 3rd Asian Quantitative Finance Conference, 2015.
• Xiangwei Wan. Second Place Prize, Best Student Research Paper Competition, Section of Financial Service, INFORMS, 2010.
• Xiangwei Wan. Outstanding Thesis Award, Faculty of Engineering, The Chinese University of Hong Kong, 2010.
• Jing Chen. 上海證券交易所證券信息技術研究發展中心2021年度行業共研課題三等獎, 2021.