Dr. SHAO Hui is an Assistant Professor of Quantitative Finance at ZIBS.
Education
07/2017, PhD in Applied Mathematics, Peking University
Work Experience
11/2020 – Present, Assistant Professor of Quantitative Finance, Zhejiang University
01/2020 – 11/2020, Assistant Professor of Statistics, Nankai University
04/2017 – 01/2020, Research Fellow, Risk Management of Institute, NUS
10/2015 – 04/2017 Research Assistant, Center for Quantitative Finance, NUS
Publications
Journal Articles
Lujun Li, Hui Shao, Ruodu Wang, Jingping Yang (2018). Worst-case Range Value-at-Risk with Partial Information. SIAM Journal on Financial Mathematics.
Hui Shao. An Axiomatization of Medians on the Domain of Distribution Functions. Operations Research.
Research Interests
Applied Probability Theory
Quantitative Finance
Teaching Courses
Python Programming
Applied Financial Economics
Derivative Pricing
