Spring 2017 Teaching Schedule:
|19515||FIN||4264||Managing Risk with Derivatives||T R||11:00a||12:15p||DER||3092|
Spring 2017 Office Hours:
|T 10:00-11:00 PAM 2124|
Education and Certification:
Ph.D. , University of Southern California 2013
M.A., University of Southern California 2006
B.S., Fudan University 2003
I teach undergraduate level Investments at Virginia Tech. 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.