Personal Information

Shanghai Advanced Institute of Finance
Shanghai Jiao Tong University
211 West Huaihai Road
Shanghai, P.R. 200030 China

Tel: +86-21-6293-3586

I have a position as Associate Professor (Distinguished Research Fellow) at the Shanghai Jiao Tong University in China. My position is shared between the School of Mathematical Sciences and the Shanghai Advanced Institute of Finance (SAIF) in the China Academy of Finance and Research (CAFR).

My research focus — even if not bounded to — are

A list of my publications, preprints and talks can be found there and a short CV here.

The teaching section entails the details about current and past lectures as well as some open sourced lecture notes that I’ve written myself or together with others.