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Personal profile

Personal profile

Dr. Chen Yang received her PhD degree from University of Liverpool in 2022. Her research interest focuses on highly sophisticated model estimation technics, including Particle-Markov chain Monte Carlo (P-MCMC); rapidly growing derivative markets, such as variance swaps and VIX options in global markets, and the ETF50 options as well as white sugar/cotton futures options in China; the information propagations/interactions among equity markets, equity derivative markets, and variance derivative markets.

Research interests

Risk management in derivatives markets

Derivatives pricing

Experience

Lecturer, Xian Jiaotong Liverpool University (2022‐Present)

Teaching

MTH312 Stochastic Modelling in Insurance and Finance

MTH438 Corporate Finance for Insurance

MTH301 Final year project

Education/Academic qualification

Ph.D. in Mathematical Sciences, University of Liverpool

MSc in Financial Mathematics, University of Edinburgh

BSc in Financial Mathematics, Xi'an Jiaotong-Liverpool University

Person Types

  • Staff

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