Campus Zurich
Entered Doctoral Program 2009
Completed Doctoral Program 2015
Phone +41 (44) 634.39.31

Education

2009 - Present Institute of Banking and Finance at the University of Zurich and Swiss Finance Institute_x000D_ _x000D_ 2007 - 2009 Erasmus Mundus Masters: Models and Methods of Quantitative Economics _x000D_ Université Paris 1-Panthéon Sorbonne, France and Bielefeld University, Germany_x000D_ _x000D_ 2003 - 2007 B.Sc. in Mathematics and Applied Mathematics_x000D_ Zhejiang University, China _x000D_ _x000D_

Research Interests

Dynamic portfolio choice, option pricing, asset pricing

Research Papers

Collateral smile (with Markus Leippold), How likely is it to hit a barrier (with Marc Oliver Rieger)
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