Chen Yang


Dr. Chen Yang received her PhD degree from University of Liverpool in 2022. Her research interest focuses on highly sophisticated model estimation technics, including Particle-Markov chain Monte Carlo (P-MCMC); rapidly growing derivative markets, such as variance swaps and VIX options in global markets, and the ETF50 options as well as white sugar/cotton futures options in China; the information propagations/interactions among equity markets, equity derivative markets, and variance derivative markets.
  • Qualifications

  • Experience

  • Research interests

  • Conference presentations

  • Courses taught

  • 电话

    +86 (0)51288970203
  • 电子邮件
  • 地址

    MB343B(SIP Campus-Mathematics Building)
    Suzhou Dushu Lake Science and Education Innovation District
    Suzhou Industrial Park

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