PhD Students (Co-)SUPERVISED

• Anxin Liu (PhD candidate, Statistics, SUFE, 2021- present)
  Thesis: Research on Market Pricing of China's Financial Products Based on Option Theory
  
• Jianong Li (PhD candidate, Statistics, SUFE, 2022 - present)
  Thesis: An Option-Based Framework for Pricing Bond Repos
  
• Lingjing Zhu (PhD candidate, Statistics, SUFE, 2024 - present)
  Thesis: Risk Models with Stochastic-Quadratic Intensity
  
• Jingran Chen (PhD candidate, Statistics, SUFE, 2025 - present)
  Thesis: ​TBD
  
• Dr. Jianping Tang (Finance, SOE, XMU, 2017)
  Thesis: Research on Financial Risk Contagion - based on Hawkes Jump-diffusion Model
• Dr. Jufang Liang (Finance, WISE, XMU, 2016)
  Thesis: Understanding Risk Management and Asset Allocation Functions of Futures Markets 
• Dr. Yuqiang Guo (Finance, WISE, XMU, 2016)
  Thesis: The Interpretability and Predictability of Time-varying and Contagious Jumps to the Financial Markets