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医生TAT肺(RON)陈

在金融数学高级讲师

邮票,商业和法律学院

Ron is Senior Lecturer in Financial Mathematics at UEL. He obtained his PhD in Financial Mathematics at Birkbeck, University of London in December 2010. Before joining UEL in  2012, Ron worked as a risk specialist at Standard & Poors (London) as well as a lecturer and a tutor at University of Leicester, SOAS, Birkbeck, University of London and London Foundation Campus. Ron is also an associate member of London Mathematical Society and a research member of RBFs and Finance Group.




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               出版物



    工作稿:

    1. (2016)期权定价“复杂的傅里叶级数。

    2. (2016)“快速傅里叶-RBF 下指数征模型期权定价美式类型选项方法 并带跳随机波动模型”,提交给杂志 计量经济学。


    合作者

    • 测试

    研究

    出版物


    资金

    金融:

    1)期权定价问题

    2)风险管理

    3.)模型的校准技术

    数学:

    1.)在非线性分析数值方法

    2.)正交多项式  

     



    利益

    投资组合


    教学