Added annoucement and hyperlinks.
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<td width="10"></td>
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<td width="200"><img src="ME.jpeg" width="200"></td>
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<td width="10"></td>
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<td width="20"></td>
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<td>
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Assistant Professor <br>
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Department of Systems Engineering and Engineering Management <br>
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Faculty of Engineering <br>
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<a href="http://www.se.cuhk.edu.hk" target="_blank">Department of Systems Engineering and Engineering Management</a> <br>
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<a href="https://www.erg.cuhk.edu.hk/erg/">Faculty of Engineering</a> <br>
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The Chinese University of Hong Kong <br><br>
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<b>Postal Address</b><br>
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Room 511A, William M.W. Mong Engineering Building <br>
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</tbody>
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</table>
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<div id="annoucement">
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<ul>
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<li>I am looking for self-motivated, hard working PhD students with solid mathematics background. Students with a bachelor/master degree in applied mathematics and probability are preferred. Drop me an email if you are interested.</li>
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<li><b>Abstract submission for <a href="http://www1.se.cuhk.edu.hk/~bfs2020/" target="_blank">Bachelier Finance Society 11th World Congress</a> is now <a href="http://www1.se.cuhk.edu.hk/~bfs2020/cfp/cfp.html" target="_blank">open</b></a>.
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</div>
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<h3 id="teaching">Teaching <a href="https://blackboard.cuhk.edu.hk" target="_blank">[Blackboard@CUHK]</a></h3>
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<ul style="list-style-type:none">
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<ul id="course">
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<li><b>SEEM3590</b> Investment Science, Fall 2019</li>
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<li><b>SEEM3580</b> Risk Analysis for Financial Engineering, Spring 2020</li>
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</ul>
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<li><b>Designing Stable Coins</b> (with <a href="https://www.linkedin.com/in/yizhoucao/" target="_blank">Yizhou Cao</a>, <a href="http://www.math.nus.edu.sg/~matdm/" target="_blank">Min Dai</a>, <a href="https://www.bu.edu/questrom/profile/steven-kou/" target="_blank">Steven Kou</a> and <a href="https://www.linkedin.com/in/lewei-li/" target="_blank">Lewei Li</a>).<br>
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submitted, 2018.</li>
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<li><b>Inventory Management for High-Frequency Trading with Imperfect Competition</b> (with <a href="http://www-personal.umich.edu/~sherrma/" target="blank">Sebastian Herrmann</a>, <a href="https://wwwf.imperial.ac.uk/~jmuhleka/" target="blank">Johannes Muhle-Karbe</a> and <a href="https://www.linkedin.com/in/dapeng-shang-654316105/<Paste>" target="blank">Dapeng Shang</a>).<br>
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submitted, 2019. [<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3232037">SSRN</a> | <a href="http://arxiv.org/abs/1808.05169">arXiv</a>]</li>
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<li><b>Rebalancing of Leveraged ETFs under Market Frictions</b> (with <a href="http://www.math.nus.edu.sg/~matdm/" target="_blank">Min Dai</a>, <a href="https://www.bu.edu/questrom/profile/steven-kou/" target="_blank">Steven Kou</a> and <a href="https://people.math.ethz.ch/~hmsoner/" target="blank">H. Mete Soner</a>).<br>
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submitted, 2019.</li>
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<li><b>Stochastic Representation for Nonlocal Problems</b> (with <a href="http://www.math.nus.edu.sg/~matdm/" target="_blank">Min Dai</a> and <a href="https://www.bu.edu/questrom/profile/steven-kou/" target="_blank">Steven Kou</a>).<br>
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submitted, 2017.</li>
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<li><b>Inventory Management for High-Frequency Trading with Imperfect Competition</b> (with <a href="http://www-personal.umich.edu/~sherrma/" target="blank">Sebastian Herrmann</a>, <a href="https://wwwf.imperial.ac.uk/~jmuhleka/" target="blank">Johannes Muhle-Karbe</a> and <a href="https://www.linkedin.com/in/dapeng-shang-654316105/<Paste>" target="blank">Dapeng Shang</a>).<br>
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<i>SIAM Journal on Financial Mathematics</i>, forthcoming. [<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3232037">SSRN</a>|<a href="http://arxiv.org/abs/1808.05169">arXiv</a>]</li>
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<li><b>Hedge Fund Leverage with Stochastic Market Conditions</b> (with Li Zhao, Wenli Huang and Shenghong Li).<br>
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<i>International Review of Economics & Finance</i> 59:258-273, 2018. [<a href=https://www.sciencedirect.com/science/article/pii/S1059056018300558, target="_blank">Article</a>]</li>
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<hr>
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<div align="right"><font size="-1">Last update 2019-10-24</font></div>
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<div align="right"><font size="-1">Last updated: 2019-10-24</font></div>
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</body>
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</html>
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