I am a third-year PhD student under the supervision of Prof. David HobsonLink opens in a new window and Dr Gechun LiangLink opens in a new window. My interest is mainly in mathematical finance and I am currently working on Dynkin games.

Prior to my PhD, I completed my Bachelor's degree in MORSE at the University of Warwick, and then my Master's degree in Mathematical Statistics (Part III) at the University of Cambridge.

Talks

• Callable convertible bonds under liquidity constraint and hybrid priorities, London/Oxford/Warwick Financial Mathematics Workshop, King's College London, July 2023.
• Callable convertible bonds under liquidity constraint and hybrid priorities, YRM, University of Warwick, May 2023.

Teaching

2023/24

• Term 1: ST228 Mathematical Methods for Statistics and Probability; ST401 Stochastic Methods in Finance.
• Term 2: ST119 Probability 2.

2022/23

• Term 1: ST208 Mathematical Methods.
• Term 2: ST119 Probability 2.

2021/22

• Term 2: ST115 Introduction to Probability.

Email: e dot wang dot 5 at warwick dot ac dot uk