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
Services for external partners
We work with external partners to offer them a range of services including:
We also offer specialised industry training programmes covering
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: