Teaching and Advising
Instructor:
2023 Spring: SEEM5410 Optimal Control
2022 Fall: SEEM5820/ECLT5920 Introduction to Financial Engineering, MFE5120 Investment Science, SEEM4760_Stochastic Models for Data Analytics
2022 Spring: SEEM4480 Decision Methodology and Applications, GENA1113 Student-Oriented Teaching and Seminar, MFE5120 Investment Science
2021 Fall: SEEM5820/ECLT5920 Introduction to Financial Engineering, SEEM5340 Stochastic Calculus
2021 Spring: SEEM4480 Decision Methodology and Applications, SEEM5410 Optimal Control, MFE5120 Investment Science
2020 Fall: SEEM5820/ECLT5920 Introduction to Financial Engineering
2020 Spring: FTEC4002 Behavioral Analytics, SEEM4480 Decision Methodology and Applications, SEEM5820/ECLT5920 Models and Decisions with Financial Applications, GENA1113 Student-Oriented Teaching and Seminar
2019 Fall: MFE5120 Investment Science
2019 Spring: SEEM4480 Decision Methodology and Applications, SEEM5410 Optimal Control, MFE5120 Investment Science
2018 Fall: SEEM3590 Investment Science
2018 Spring: SEEM4480 Decision Methodology and Applications, SEEM5370 Topics in Behavioural Finance and Economics
2017 Fall: SEEM3590 Investment Science
2017 Spring: SEEM4480 Decision Methodology and Applications
2016 Fall: SEEM3590/ESTR3509 Investment Science
2016 Spring: SEEM5130 Topics in Behavioral Finance and Economics
2015 Fall: IEORE4710 Term Structure Models; IEOR E4712 Behavioral Finance
2015 Summer: IEOR E4712 Behavioral Finance
2015 Spring: IEOR E4709 Data Analysis for Financial Engineering
2014 Fall: IEOR E4700 Introduction to Financial Engineering
2014 Spring: IEOR E4731 Credit Risk and Cridit Derivatives; IEOR E4709 Data Analysis for Financial Engineering
2013 Fall: IEOR E4700 Introduction to Financial Engineering
2013 Spring: IEOR E4700 Introduction to Financial Engineering; IEOR E4731 Credit Risk and Cridit Derivatives
2012 Fall: IEOR E4723 Behavioral Finance
2012 Spring: IEOR E4700 Introduction to Financial Engineering; IEOR E4731 Credit Risk and Cridit Derivatives
2011 Fall: IEOR E4723 Behavioral Finance
2011 Spring: IEOR E4700 Introduction to Financial Engineering; IEOR E4731 Credit Risk and Cridit Derivatives
2010 Fall: IEOR E4723 Behavioral Finance
2010 Spring: IEOR E4700 Introduction to Financial Engineering; IEOR E8100 Portfolio Selection in Continuous Time
PhD Advising:
Yu Sun, The Chinese University of Hong Kong, Department of SEEM, graduated in 2022
Yuting Yang, The Chinese University of Hong Kong, Department of SEEM, graduated in 2020
Zhaoli Jiang, The Chinese University of Hong Kong, Department of SEEM, graduated in 2020
Shengcheng Shao, The Chinese University of Hong Kong, Department of SEEM, graduated in 2019
Moris Strub, The Chinese University of Hong Kong, Department of SEEM (co-supervised with Prof. Duan Li and Prof. Xunyu Zhou), graduated in 2018
Di Xiao, Columbia University, Department of IEOR, graduated in 2017
Jing Guo, Columbia University, Department of IEOR, graduated in 2017
Linan Yang, Columbia University, Department of IEOR (co-supervised with Prof. Paul Glasserman), graduated in 2015
MPhil Advising:
Lingyi Kong, The Chinese University of Hong Kong, Department of SEEM, graduated in 2021
Qi Zhou, The Chinese University of Hong Kong, Department of SEEM, graduated in 2019