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About Me

I am a Ph.D. candidate in Finance at the Swiss Finance Institute, University of Zürich. After obtaining a B.A. in Management Information Systems at Fudan University and an M.Phil. in Finance from the University of New South Wales, I joined the Swiss Finance Institute Ph.D. Program in Finance in 2011. My doctoral research focuses on general equilibrium theory with solvency constraints under the supervision of Prof. Dr. Felix Kübler. My further interests include financial economics, asset pricing, numerical computing and financial engineering.

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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