Welcome to my personal website. I am an associate professor in the College of Economics at Shenzhen University. My research interests are in financial engineering, asset pricing, Fintech and financial econometrics. Some academic research topics include option valuation, risk management, Bayesian learning approach, and particle  filtering technology.


2015 – 2019:   Assistant professor in Finance (tenured from 2017.4)

2019 – present: Associate professor in Finance

Main doctorial research experience:

(1) Option valuation, risk management & financial econometrics for Tempered Stable Lévy processes and asymmetric GARCH volatility models;

(2) The estimation for stochastic volatility dynamics with jumps; high frequency data analysis; FFT methods;

(3) Non-linear optimization;  particle filtering, tracking and Bayesian inference for dynamic state space structure.

(4) Fintech.

Research Interests      

Derivative Pricing and Hedging

Non-Gaussian Risk Management

Quantitative Finance Analysis

Nonlinear Financial Econometrics

Skilled Computer Abilities



Microsoft Office

R           STATA

Education Experience  

Ph.D., in Management, Southwestern University of Finance and Economics, 2015.

Joint Ph.D., State University of New York at Stony Brook, 2012-2014.

M.A., in Finance, Jiangxi University of Finance and Economics, 2011.

B.A., in Finance and Statistics, Jiangxi University of Finance and Economics, 2008.


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