JCF 17 3 authors
The Journal of Computational Finance
Volume 17, Issue 3
Hong-Kui Pang
Hong-Kui Pang is an associate professor in the School of Mathematics and Statistics at Jiangsu Normal University, Xuzhou, China. He received his B.S. from Zhengzhou University in 2002, M.S. from South China Normal University in 2008, and Ph.D. from University of Macau in 2011, all in mathematics. His research interests are in numerical linear algebra and scientific computing.
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Xiao-Qing Jin
Xiao-Qing Jin is a professor in the Department of Mathematics at the University of Macau. He received his B.S. from Nanjing Normal University in 1982, M.Phil. from Chinese University of Hong Kong in 1986, and Ph.D. from University of Hong Kong in 1992, all in mathematics. His research interests are in scientific computing, numerical linear algebra, fast iterative solvers for structured systems and financial mathematics.
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Liming Feng
Liming Feng is an associate professor in the Department of Industrial and Enterprise Systems Engineering at the University of Illinois at Urbana-Champaign. He obtained his B.S. in mathematics from Beijing Normal University in 1997, M.S. in mathematics from Northwestern University in 2000, and Ph.D. in Industrial Engineering and Management Sciences from Northwestern University in 2006. His research interests are in quantitative finance, stochastic modeling and operations research. He is affiliated with the Master of Science in Financial Engineering program at the University of Illinois at Urbana-Champaign.
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Ying-Ying Zhang
Ying-Ying Zhang is a lecturer in the College of Mathematics and Statistics at Chongqing University, China. He received his B.S. in mathematics from Sichuan University in 2005, M.S. and Ph.D. in mathematics from University of Macau in 2007 and 2010, respectively. His research interests are in financial mathematics and option pricing theory, multivariate statistical analysis using R, and simulation.
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Ralf Korn
Ralf Korn is full Professor of Financial Mathematics at the Dept. Mathematics of the University of Technology in Kaiserslautern, Germany. He also heads the Financial Mathematics group of the Fraunhofer Institute for Industrial Mathematics ITWM in Kaiserslautern that performs research and consulting projects for the finance and insurance industry. Further, he is deputy head of the German Society for Actuarial and Financial Mathematics DGVFM and is editor and associate editor of various journals and book series. His research interests are in all areas of financial mathematics (in particular portfolio optimization and computational finance), stochastic control and applications of probabilistic modelling. He has published over 70 papers in refereed journals and is author/coauthor of five books.
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Qian Liang
Qian Liang works as financial engineer for RiValue GmbH. He was born in China and came to Germany after his studies in Telecommunication Technology. In Germany, he studied Mathematics at Univ. Augsburg and received his Ph.D. in Mathematics under the supervision of Prof. Ralf Korn at the University of Technology in Kaiserslautern. There, he was member of the academic staff in the Department of Mathematics and research fellow at the Center for Mathematical and Computational Modelling. His research areas include computational finance, risk management, Monte Carlo methods, interest rate derivatives and functional programming in financial engineering. |
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