Pillar / Cluster: Engineering Systems and Design
Fang joined SUTD in February 2017. Research interest lies in the area of mathematical finance, in particular, derivatives and higher-moment risks (e.g., volatility and skewness).
- PhD candidate in Finance at the 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.