Keywords
Fields of Research (FoR)
Financial mathematics, Stochastic analysis and modellingBiography
Biography:
I am a Lecturer in Financial Mathematics at the School of Mathematics and Statistics. (Homepage~ https://ruyi-liu61.github.io/ ) My research focuses on stochastic control (game), (backward) stochastic differential equations, and their applications in the financial and electricity markets.
Profession:
- Research fellow, Hong Kong Polytechnic University, 2024-2025
- Postdoc, The University of Sydney, 2021-2024
Education:
- BSc & PhD in...view more
Biography:
I am a Lecturer in Financial Mathematics at the School of Mathematics and Statistics. (Homepage~ https://ruyi-liu61.github.io/ ) My research focuses on stochastic control (game), (backward) stochastic differential equations, and their applications in the financial and electricity markets.
Profession:
- Research fellow, Hong Kong Polytechnic University, 2024-2025
- Postdoc, The University of Sydney, 2021-2024
Education:
- BSc & PhD in Mathematics (Financial Mathematics), Shandong University
My Research Activities
Research interests:
- Stochastic Control (Game)
- Financial Mathematics
- Backward Stochastic Differential Equations
My Research Supervision
Supervision keywords
Contact
ORCID as entered in ROS
https://orcid.org/0000-0002-7435-857X