Curriculum Vitae

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Contact Details

Department of Accounting and Finance
Lancaster University Management School
Bailrigg
Lancaster
LA1 4YX
United Kingdom

phone: +44 (0)15 245 927 76
e-mail: q.zhang20@lancaster.ac.uk

Full-Time Academic Employment

2018 – present Assistant Professor in Finance at Lancaster University Management School

Education

2011 – 2017 Doctor of Philosophy in Finance at Swiss Finance Institute, University of Zürich

2016 Ph.D. Exchange at Financial Markets Group, London School of Economics

2009 – 2011 Master of Philosophy in Finance at University of New South Wales

  • M.Phil. thesis: “Sample Path Equilibrium: An Explicit Multifactor Restriction and Simulation Studies”
  • supervisor: Prof. Dr. David Feldman
2004 – 2008 Bachelor of Arts in Management Information Systems at Fudan University

  • B.A. thesis: “Applications of Real Options to Management Information Systems”

Research Areas

  • asset pricing theory
  • limits to arbitrage
  • general equilibrium with collateral constraints
  • financial economics
  • macroeconomics
  • computational economics and finance
  • quantitative finance

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