SERVICES FOR EXTERNAL PARTNERS

We work with external partners to offer them a range of services including:

• Customised solutions to modelling and quantification of risk in R/C++/MATLAB/EXCEL VBA
• Financial modelling and software solutions for portfolio optimisation and pricing of financial derivatives
• Predictive analytics for financial assets using machine learning and financial econometrics

We also offer specialised industry training programmes covering

• Fast simulation methods in option pricing and risk management with applications in R/C++• Calibration and back testing of option pricing models such as VG, NIG, and Heston to option price data and historical stock returns
• Quantitative methods in finance with applications in R/C++
• Statistical arbitrage trading: theory and practice

Sample lecture videos and training materials are available upon request, please email Ahmet.Goncu@xjtlu.edu.cn

EXTERNAL MEMBERS

As well as XJTLU staff members our institute also has a number of external members from academia and industry:

• Dr Jian Geng, Fixed Income Securities, Wellington Asset Management, USA
• Dr Kazim Kazimov, Quantitative Associate, Wells Fargo, USA
• Dr Umut Kuzubas, Bogazici University, Center for Economics and Econometrics, Turkey
• Professor Giray Okten, Florida State University, Department of Mathematics, USA
• Professor Thanasi Pantelous, University of Liverpool, Department of Mathematical Sciences, UK
• Dr Yanjiong Yu, Research Department, Guosen Securities, Shenzhen, China
• Dr Nan Zhang, CITIC Securities, Shenzhen, China