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

Office in SAIF: 1216
Office in Minhang (School of Mathematical Sciences): 523

I have a position as Associate Professor (Distinguished Researcher 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) within the China Academy of Finance and Research (CAFR).

My research focus — even if not bounded to — are

Publications and CV: Publications, preprints and talks and a short CV here.
Teaching: The teaching section contains details about current and past lectures as well as some open sourced lecture notes that I’ve written myself or together with others.
Activities: Various informations about finance and stochastic activities in Shanghai and around.
Seminar: The group of probability, stochastic and finance of the school of mathematical sciences is running (usually twice a month) a seminar.