Liuren Wu

Liuren Wu is the Wollman Distinguished Professor of Finance at Zicklin School of Business, Baruch College, City University of New York. Professor Wu's research interests span option pricing, credit risk, term structure modeling, market microstructure, and general asset pricing. Professor Wu has published extensively in top finance journals, and has built strong working relations with the finance industry, including data vendors, investment banks, market-making firms, and hedge funds. He has developed column-based data structures, risk management procedures, trade execution algorithms, market-making platforms, and statistical arbitrage trading strategies.