Prof. Xiaolu TAN Associate Professor
BSc (Peking University); MSc (Ecole Polytechnique)
PhD (Ecole Polytechnique)

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Address:
Room 227, Lady Shaw Building,
The Chinese University of Hong Kong,
Shatin, N.T., Hong Kong

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Tel:
(852) 3943-5296

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Email:
xltan@math.cuhk.edu.hk

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Personal Website:
https://www.math.cuhk.edu.hk/~xltan/

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Fields of Interest:
Mathematical Finance, Stochastic Analysis, Stochastic Optimal Control, Numerical Simulation of SDEs, Numerical Method for Nonlinear PDEs, Numerical Method for Optimal Control Problem.

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Courses









Current Academic Year
Course Code Course Title Academic Year Term
MATH4210 Financial Mathematics 2021/22 1
MMAT5340 Probability and Stochastic Analysis 2021/22 1
MATH6231 Topics in Optimization Theory I 2021/22 2





Previous Academic Years
Course Code Course Title Academic Year Term
MATH4210 Financial Mathematics 2020/21 1
MATH6231 Topics in Optimization Theory I 2020/21 2
MATH4210 Financial Mathematics 2019/20 1
MATH6231 Topics in Optimization Theory I 2019/20 2