邹逸瀚




Yihan Zou(邹逸瀚)
I am currently a lecturer in School of Finance at Southwestern University of Finance and Economics.
Contact Information:
Address: 555 Liutai Avenue, Wenjiang District, Chengdu, China, 611130
Email: zouyihan[at]swufe.edu.cn(work); yihan.zou[at]outlook.com(personal)
Employment:
Since 2021.01: Lecturer in School of Finance at Southwestern University of Finance and Economics
Research Interest:
derivatives pricing; model uncertainty; default risk; pensions and annuities; Monte Carlo methods
(I am looking for co-authors, as well as Bachelor/Master students who would like to pursue academic careers, please feel free to contact me anytime by email.)
Education:
2016.10-2020.10 University of Glasgow Ph.D. Quantitative Finance
(Advisor: Christian Ewald & Ankush Agarwal)
2014.09-2015.11 University of Glasgow M.S. Financial Risk Management
2010.09-2014.06 Central South University B.S. Financial Management
Experiences:
2019.09-2019.11 The University of Sydney Visiting Researcher
(Advisor: Marek Rutkowski)
2017.10-2019.08 University of Glasgow Graduate Teaching Assistant
Publications:
Christian Ewald, Yihan Zou*, (in press), Analytic Formulas for Futures and Options for a Linear Quadratic Jump Diffusion Model with Seasonal Stochastic Volatility and Convenience Yield: Do Fish Jump?, European Journal of Operational Research, 2021, ISSN 0377-2217, DOI: https://doi.org/10.1016/j.ejor.2021.02.004.
Please Refer to my SSRN link forpreprints:
https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=**