- P R O F I L E -
- P R O F I L E -
University of Colorado (Boulder, USA)
2024 - present
Associate Professor, Department of Applied Mathematics
2016 - 2024
Assistant Professor, Department of Applied Mathematics
Dublin City University (Dublin, Ireland)
2013 - 2016
Lecturer in Financial Mathematics, School of Mathematical Sciences
University of Michigan (Ann Arbor, USA)
2008 - 2013
Ph.D., Applied and Interdisciplinary Mathematics
Advisor: Erhan Bayraktar
Thesis: Topics in Stochastic Control with Applications to Finance pdf
National Taiwan University (Taipei, Taiwan)
2002 - 2007
B.S., Mathematics
B.B.A., Finance
National Science Foundation, DMS-2109002:
Topics in Stochastic Control: Finance, Epidemics, and Machine Learning
2021 - 2024, PI, $273,374.
National Science Foundation, DMS-1715439:
Stochastic Games for Intergenerational Equity in Mathematical Finance
2017 - 2021, PI, $186,166.
SIAM SIGEST Award
Awarded by Society for Industrial and Applied Mathematics (SIAM) for the article "American Student Loans: Repayment and Valuation" in SIAM Journal on Financial Mathematics.
2015 Bruti-Liberati Fellow
Quantitative Finance Research Centre, University of Technology Sydney
University of Technology Sydney
December 2015
Bruti-Liberati Fellow, Quantitative Finance Research Centre
City University of Hong Kong
Summer 2013
Visiting Research Fellow, Department of Mathematics
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