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 at the Shanghai Jiao Tong University in China at the School of Mathematical Sciences. I am also Affiliated Professor at Shanghai Advanced Institute of Finance (SAIF).

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.