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个人简介
Dr. Wu's research centers around mathematical modeling of fixed income derivatives and macro understanding of fixed income market, including interest rates, credit and foreign exchange. His teaching addresses modeling, pricing and risk management of derivative securities. Prior to joining CUHK, Dr. Wu was first a research associate with Lehman Brothers Quantitative Credit Research in London, then an Associate Director with UBS Investment Bank on the nonlinear interest rate and structured rates desk, and most recently an interest rate modelling quant at the Depository Trust & Clearing Corporation in New York. Dr. Wu holds a Ph.D. in Applied Mathematics from Columbia University, a M.S. in Electrical Engineering from Peking University, and a B.S. in Electrical Engineering from Wuhan University. He publishes at Mathematical Finance and International Journal of Applied and Theoretical finance. He presented at Quant Congress USA and SIAM Conference on Financial Mathematics and Engineering.
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CoRR (2024)
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AAAI 2024no. 12 (2024): 13772-13781
arxiv(2024)
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arxiv(2022)
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International Conference on AI in Finance (ICAIF)pp.10:1-10:9, (2021)
SSRN Electronic Journal (2019)
ICAIF (2019): 1-8
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