Welcome

Welcome to my academic profile! I am an Assistant Professor in the Department of Accounting and Finance at Lancaster University Management School, holding a PhD in Financial Economics from the University of Zurich and Swiss Finance Institute.

My research focuses on economic theory, with special interests in general equilibrium, game theory, oligopolistic competition, asset pricing, and computational methods.

I teach Introduction to Asset Pricing for undergraduates and Fixed Income Markets for postgraduate students.

Recent Posts

FAQs for the AD-DG Model

In a recent working paper, cited as Thul and Zhang (2014) below, we propose a novel jump-diffusion model whose jump sizes follow an asymmetrically displaced double gamma (AD-DG) distribution. In this blog post I discuss some of the feedback that we received during seminar and conference presentations. The collection is not exhaustive and will be extended from time to time.

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  1. Stochastic Volatility with AD-DG Jumps Leave a reply