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Gechun Liang

Dr

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Biographical details

Gechun Liang is a Lecturer in Financial Mathematics at the Department of Mathematics since 2013. Prior to that, he was a Postdoctoral Research Fellow at the Oxford-Man Institute of Quantitative Finance from 2010 to 2013. He completed his D.Phil. (Ph.D.) in Mathematics at the Mathematical Institute, Oxford University in 2011, under the supervision of Terry Lyons and Zhongmin Qian. 

Research interests

Gechun Liang's research interests are mainly focused on mathematical finance and stochastic analysis. He is especially interested in backward stochastic differential equations (BSDEs), rough path theory, optimal investment and credit risk modeling and management. For more details, please see his personal website

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