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香港科技大学(HKUST)的Prof. Ning Cai 希望招收金融工程方向的Ph.D. 2015年秋入学. 以下是一些相关信息.
(1) Prof. Cai's Background (更多信息请参看 http://ihome.ust.hk/~ningcai/index_IELM_1.html )
2003 - 2008 Columbia University, Department of Industrial Engineering and Operations Research
Ph.D. Major: Operations Research (Financial Engineering).
2000 - 2003 Peking University, School of Mathematical Sciences
M.S. Major: Probability and Statistics
1996 - 2000 Peking University, School of Mathematical Sciences
B.S. Major: Probability and Statistics
(2) Prof. Cai's Research Interest
Financial engineering
-- Stochastic modeling of financial markets
-- Derivatives pricing, computational finance
-- Monte Carlo simulation and its applications in financial engineering
-- Applied probability
(3) 对于有意向的学生,主要的要求有以下两个方面:
1. 比较强的数学背景(纯数学,概率统计,应用数学均可,如兼有金融,经济,或金融数学背景更好)
2. 有强烈的兴趣做金融工程方面的研究
如有意,请直接发CV和成绩单(非正式的也可以,只要将来有正式的成绩单能够对照)到Prof. Cai的邮箱: ningcai@ust.hk
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