Profile

My complete Curriculum Vita can be found here

Employment

    University of Colorado
Assistant Professor, Department of Applied Mathematics


August 2016 - present 
    Dublin City University
Lecturer in Financial Mathematics, School of Mathematical Sciences


September 2013 - August 2016 

Education

   • University of Michigan
Ph.D., Applied and Interdisciplinary Mathematics
Advisor: Erhan Bayraktar
Thesis: Topics in Stochastic Control with Applications to Finance [pdf]


2008 - 2013
   • National Taiwan University
B.S., Mathematics
B.B.A., Finance

2007 - 2012

Grants

  • National Science Foundation, Division of Mathematical Sciences
Stochastic Games for Intergenerational Equity in Mathematical Finance
DMS-1715439, PI, $186,166
2017 - 2020

Awards

  • 2015 Bruti-Liberati Fellowship
Quantitative Finance Research Centre, University of Technology Sydney

 

Research Visits

  • University of Technology Sydney 
Bruti-Liberati Fellow, Quantitative Finance Research Centre


December 2015
  • City University of Hong Kong 
Visiting Research Fellow, Department of Mathematics


Summer 2013

Invited Presentations

  •  AIMS Conference on Dynamical Systems, Differential Equations and Applications
Taipei, Taiwan 


July 6, 2018
  •  Symposium on Optimal Stopping --- in Memory of Larry Shepp
Rice University 


June 28, 2018
  •  Applied Mathematics Colloquium
The Hong Kong Polytechnic University 


May 21, 2018
  •  Byrne Workshop on Stochastic Analysis in Finance and Insurance (Plenary speaker)
University of Michigan


May 9, 2018
  •  Mathematical Finance and Applied Probability Seminar
University of Connecticut


April 11, 2018
  •  Mathematical Finance and Probability Seminar
Rutgers University


March 20, 2018
  •  Probability Seminar
University of Colorado, Boulder


November 16, 2017
  •  Mathematical Finance Seminar
Columbia University


November 9, 2017
  •  Seminar on Financial Mathematics 
National Center for Theoretical Sciences, Taipei, Taiwan


July 11, 2017
  •  Stochastic Analysis and Financial Mathematics Common 
Worcester Polytechnic Institute


March 27, 2017
  •  SIAM Conference on Financial Mathematics and Engineering 
Austin, Texas


November 19, 2016
  •  Mathematical Finance Colloquium 
University of Southern California


September 26, 2016
  •  Stochastics Seminar 
National Central University, Taoyuan, Taiwan


June 3, 2016
  •  Probability Seminar 
Academia Sinica, Taipei, Taiwan


May 30, 2016
  •  Mathematical Finance Seminar 
Boston University


February 1, 2016
  •  Statistics Seminar 
University of Toronto


January 28, 2016
  •  Special Mathematics Departmental Seminar 
Rutgers University


January 26, 2016
  •  Nicola Bruti-Liberati Lecture 
Quantitative Methods in Finance Conference (QMF), Sydney


December 18, 2015
  •  Special Applied Mathematics Departmental Seminar 
University of Colorado at Boulder


December 1, 2015
  •  Nomura Seminar in Mathematical Finance 
University of Oxford


June 4, 2015
  ORFE Colloquium
Princeton University


January 30, 2015
  •  Mathematics Colloquium 
Florida State University


January 16, 2015
  •  Financial Mathematics Seminar
Florida State University
 

January 15, 2015
  •  Seminar on Probability and Statistics with Applications
National Chiao Tung University, Hsinchu, Taiwan
 

January 5, 2015
  •  One-Day Course in Financial Mathematics 
National Tsing Hua University, Hsinchu, Taiwan

December 17, 2014
 
  •  Mathematical Finance Seminar
The Hebrew University of Jerusalem
 

May 26, 2014
  •  Joint Financial Mathematics and Risk Stochastics Seminar
London School of Economics
 

March 3, 2014
  •  Mathematics Colloquium
Dublin City University
 

October 24, 2013
  •  Probability Seminar
Academia Sinica, Taipei, Taiwan
 

June 27, 2013
  •  Mathematical Finance Seminar
University of Texas at Austin
 

April 12, 2013
  •  AMS Sectional Meeting (Special Session on Financial Mathematics)
Boston College 

April 7, 2013
 
  •  Probability and Statistics Seminar
Wayne State University
 

March 20, 2013
  •  SIAM Conference on Financial Mathematics and Engineering
Minneapolis 


July 9 & 10, 2012
  •  Financial and Actuarial Mathematics Seminar
University of Michigan
 

September 29, 2011
  •  International Congress on Industrial and Applied Mathematics (ICIAM) 
Vancouver


July 21, 2011