Nomura Chair of Mathematical Finance
Professor Xunyu Zhou is Nomura Professor of Mathematical Finance and Professorial Fellow at St. Hugh’s College. His research areas include financial engineering/risk management, operations research and stochastic control, and he has recently engaged in the study of behavioural finance. The awards and honours he has received include Royal Society Wolfson Research Award, Humboldt Distinguished Lecturership, IEEE Fellowship, and SIAM Outstanding Paper Prize. He was an invited speaker at the 2010 International Congress of Mathematicians, and plenary speaker at numerous conferences including the 7th World Congress of the Bachelier Finance Society.
Members (alphabetical order)
University Research Lecturer in the Mathematical and Computational Finance
Professor Samuel Cohen is a University Research Lecturer in Mathematical Finance Group. His main research interests are in the areas of stochastic analysis and mathematical finance. In particular, he works on Backward Stochastic Differential Equations (BSDEs), which arise in various areas in stochastic control and mathematical finance. He is interested in problems associated with decision making in the presence of risk and uncertainty.
Departmental Lecturer in the Mathematical and Computational Finance
Dr Lajos Gergely Gyurko is a Departmental Lecturer at the Mathematical and Computational Finance Group and member of the Oxford-Man Institute of Quantitative Finance. He obtained a DPhil in Mathematics from the University of Oxford. Currently, his research focuses on applications of Rough Paths Theory for high order approximation of solutions to stochastic differential equations, extensions of the Cubature on Wiener space framework, applications of the Multi-Level Monte Carlo methods for the numerical solution of optimal stopping problems in high dimensions and the software implementation of numerical methods.
Associate Professor in the Mathematical Finance
Professor Hanqing Jin is an Associate Professor in Mathematical Finance and a member of the Oxford-Man Institute of Quantitative Finance. His general interest is in mathematical finance, applied stochastic analysis and optimization. His work focuses on the study on portfolio selection (by stochastic control and martingale method), optimal stopping in financial market. Recently he also worked on behavioural finance and time consistency in portfolio selection models.
Associate Professor in Mathematical Finance
Professor Christoph Reisinger is an Associate Professor in Mathematical Finance and Tutorial Fellow in Mathematics at St Catherine’s College. He is Co-Editor-in-Chief of Applied Mathematical Finance, and serves on the editorial board of The Journal of Computational Finance and the International Journal of Computer Mathematics. His general interest is in the numerical analysis of high-dimensional PDEs, non-linear PDEs (in particular, of HJB-type) and variational inequalities, simulation of SPDEs, as well as associated parameter estimation problems.
Senior Research Fellow in Data Science
Dr Ning Wang works as Senior Research Fellow in Data Science. His research is driven by a deep interest in analysing a wide range of social and economic problems by exploiting Big Data approaches, with the hope that this work could contribute to the intersection of social and economic behaviors and computational systems. His research interest lies in understanding how the information online influences people’s decision making specifically in financial markets. He is also interested in the broad areas of behavioral finance, machine learning, social computing, data mining, and social networks analysis.