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<a href="http://www.se.cuhk.edu.hk" target="_blank">Department of Systems Engineering and Engineering Management</a> <br>
<a href="https://www.erg.cuhk.edu.hk/erg/">Faculty of Engineering</a> <br>
The Chinese University of Hong Kong <br><br>
<b>Postal Address</b><br>
<b>Postal Address:</b><br>
Room 511A, William M.W. Mong Engineering Building <br>
The Chinese University of Hong Kong <br>
Shatin, N.T., Hong Kong<br><br>
<b>Contact Details</b><br>
Email: cyang at se.cuhk.edu.hk <br>
Phone: +852 3943-8322 <br>
<b>Email:</b> cyang at se.cuhk.edu.hk <br>
<b>Phone:</b> +852 3943-8322 <br>
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<div id="annoucement">
<ul>
<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>
<li>I am looking for self-motivated, hard-working PhD students with solid mathematics background and experience in programming. Students with a bachelor/master degree in Applied Mathematics or Probability are preferred. Contact me via email if you are interested.</li>
<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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<h3 id="research">Publications</h3>
<ol reversed>
<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>
submitted, 2018.</li>
<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>
submitted, 2019.</li>
<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>
submitted, 2018.</li>
<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>
submitted, 2017.</li>