Department of Finance
Pamplin College of Business
Blacksburg, VA 24061
Spring 2014 Teaching Schedule:
Spring 2014 Office Hours:
Education and Certification:
- Ph.D. , University of Southern California 2013
- M.A., University of Southern California 2006
- B.S., Fudan University 2003
I will be teaching undergraduate level Investments at Virginia Tech in Fall 2013. I taught Business Finance at USC. I was also a teaching assistant of various courses at MBA and Ph.D. levels at USC.
I mainly conduct empirical research in asset pricing. My current research topics include financial derivatives, option pricing, liquidity and trading volume. In particular, I study the impact of option hedging on the underlying equity markets.
I am also interested Bayesian Statistics and Markov Chain Monte Carlo (MCMC) method.