Financial Economics, Behavior Finance, Derivative Pricing
Education:
Ph.D., Finance, Lancaster University, 2010
M.M., Statistics, University of Waterloo, 2006
B.Sc., Mathematics, Peking University, 2003
Employment:
Internship: Model-Based Trading Group, Barclays Global Investors, BlackRock, London, 2010
1: Multi-Period Pricing for Non-Executive Employee Stock Option: A Prospect Theory Approach
2: A Canonical Way to Frame Loss Aversion: The Introduction of Index of Loss Aversion
3: A New Approach to Extract Preference from Option Data