Zhen Fang

Engineering Systems and Design (ESD)

Zhen Fang

researcher-zhen-fang
Title:

Research Assistant

Email:

Pillar / Cluster: Engineering Systems and Design 8 Somapah Road Building 1 Level 7 Singapore 487372

Biography

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).

Education

  • 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.

Research Interests

Derivatives and Skewness

Selected Publications

  • 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.

Awards

  • Alan MacGregor Prize