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Shuren Tan
Prior to postgraduate study, I received a B.S. in Pure and Applied Mathematics from Shandong University, Math Department.
Next, I chose to take the MSC in Math and Finance at Imperial College London.
In November 2014, I obtained my MSC in Math and Finance at Imperial College London and my MSC thesis, titled "Reconstructing probability density from basket prices - a mild ill-posed problem" was awarded the best Quantitative Research MSC thesis prize by Natixis at the end of September 2015.
In November 2019 I formally obtained the Ph.D. in Stochastic and Probability at the University of Edinburgh. I was supervised by Dr. Lukasz Szpruch and Dr. Goncalo dos Reis there.
Presently, research interests lie in stochastic analysis, especially numerical schemes for McKean-Vlasov SDEs, Multilevel Monte Carlo Methods, and quantitative finance.
Besides, an active reader of Financial Times and a life-long learner for almost everything within vicinity am I.