Reseach field including:
Optimization Theory;
Investment Combination;
Financial Math & Financial Engng;
PDE;
Optimaization & Life Insurance;
Theory & Algorithm of Optimization
Research field including:
Financial Math & Financial Engineering;
Stochastic Differential Equation & Stochastic Control;
Limit Theory in Probabililty Theory;
Stochastic Processes and its Application;
Financial Time Series Analysis
Research field including:
Numerical Method in Economics & Finance;
Matrix Computation;
Matrix Analysis;
Group Theory; Combination Mathematics;
Statistics & Econometrics;
Ddifferential Geometry; Complex Analysis;
Numerical Computatuion on Singular Equations
Courses Requirements: Functional Analysis;
Introduction to Control Theory;
Convex Analysis;
PDE;
Optimal Control Theory;
Applied Stochastic Processes;
Distribution Parameter System Theory;
Nonlinear Programming;
Mathematical Finance;
Computation Methods in Control Theory;
Stochastic Differential Equation;
Combination Optimization;
Game Theory;
Mathematical Model;
Stochastic Control Theory;
Research on Application of Control Theory;
Econometrics;
Advanced Macroeconomics;
Advanced Microeconomics;
Actuarial Mathematics;
Risk Decision-Making Analysis
Courses Requirements: Measure Theory;
Stochastic Processes;
Functional Analysis;
Stochastic Analysis;
Time Series Analysis;
Higher Mathematical Statistics;
Mathematical Finance;
Multi-variable Statistics;
Statistics Calculation;
Fussy Mathematics;
Stochastic Programming;
Test Design Analysis;
Computational Method;
Stochastic Control Theory;
Game Theory;
Stochastic Differential Equation; Advanced Macroeconomics;
Advanced Microeconomics;
Actuarial Mathematics;
Risk Decision-Making Analysis