Post Doc Research Fellow
Pillar / Cluster: Engineering Systems and Design
Fang joined SUTD in February 2017. She received her doctoral degree in finance from the University of Otago in 2017. Her research interest lies in the area of mathematical finance, in particular, derivatives and higher-moment risks. She has published in the Journal of Futures Markets.
- Ph.D. in Finance, University of Otago.
- M.S. in Probability and Mathematical Statistics, University of Chinese Academy of Sciences.
- B.S. in Mathematics and Applied Mathematics, Dalian University of Technology.
Derivatives and Skewness
- Zhang, Jin E., Fang Zhen, Xiaoxia Sun, and Huimin Zhao, 2017, The Skewness Implied in the Heston Model and Its Application, Journal of Futures Markets, 37(3): 211-237.
- Alan MacGregor Prize