Proposed thesis title:

Option pricing with incomplete markets

Supervisor:

Professor Stewart Hodges

Start date:

October 2003

A summary to the research area:

I graduated from Beijing University of Technology with a Bachelor's degree in Control Engineering in 2002. In 2003 I achieved a Master's degree in Financial Mathematic and started PhD studies at the University of Warwick. My current research interest lies in pricing and hedging in incomplete markets.