Hao Xing
Postdoctoral Research Associate
Department of Mathematics and Statistics,
Welcome
I am currently a postdoctoral research associate in the Department of Mathematics and Statistics at Boston University.
I will become a postdoctoral fellow at the Fields Institute during the Thematic Program on Quantitative Finance from January to June 2010.
I recently obtained my PhD in mathematics from the University of Michigan. My advisor was Erhan Bayraktar.
My CV can be found here.
Research
My research lies at the intersection of applied analysis, applied probability, and mathematical finance. Particular topics of interest include optimal stopping, stochastic control, PDE problems in mathematical finance, and computational finance. I use a variety of mathematical techniques, which includes analysis of PDE, martingale theory and convex analysis, to understand option pricing and portfolio choice problems in finance.
Preprints and publications can be found on my research page.
Teaching
Contact Information
Mailing address: Department of Mathematics and Statistics, Boston
University, 111 Cummington Street, Boston, MA
E-mail: haoxing@bu.edu
Office: MCS 240