Dr Gechun Liang joins Mathematics Department

Dr Gechun Liang has joined the Department of Mathematics as a Lecturer in Financial Mathematics.

Dr Liang 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. From 2010 – 2013, he worked as a Postdoctoral Research Fellow at the Oxford-Man Institute of Quantitative Finance. His 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.

His research has been published in Annals of Probability, Review of Finance. He currently teaches Markov chains, Interest rate and foreign exchange dynamics.