PHD in Probability and Stochastics

University of Edinburgh, Math Department,

Edinburgh

Autumn : Machine Learning and Pattern Recognition, Machine Learning Practical, Diffusion Process (advanced SMSTC), Pure analysis I (Measure theory)

Spring : Advanced SPDE (advanced SMSTC), Pure analysis II (Functional analysis), Probability II

Tutor (15-16) : MSN1b (3 hours a week), MathBase (1 hour a week)

Tutor (16-17) : MSN1a (3 hours a week), Financial Mathematics (1 hour a week); Probability with Applications (2 hours a week), Probability&Measure&Finacne, Simulation

Focus on dealing with the McKean-Vlasov SDEs and the corresponding numerical scheme such as the multilevel Monte Carlo simulation. The main task is to find various explicit error bounds from weak to strong sense for loads of approximation of stochastic processes.

Master of Science- Math and Finance, Distinction (Courses overall 80+ and A+ for MSC thesis with the best MSC thesis prize awarded by Natixis)

Imperial College London (South Kensington Campus)

London, England

Autumn: Stochastic Processes, Theory of Finance, Mathematical Finance, Computing in C++, Fixed Income Trading, Statistical Methods for Finance

Spring to Summer: Quantitative Risk Management, Interest Rate Models, Advanced Credit Risk Modelling(Audit), Monte Carlo Methods for Finance, Lévy Processes and Stochastic Volatility(Expected to be taken), Advanced methods in volatility modelling, Numerical Methods for Finance

Bachelor of Science - Pure & Applied Mathematics

Shandong University, Jinan, China

- GPA: 91.86 out of 100 (Top 1 in my major, 3 out of 129 in the whole math department)