Projects per year
Personal profile
Personal profile
Dr. Chen Yang received her PhD degree from University of Liverpool in 2022. Her research interest focuses on highly sophisticated model estimation technics, including Particle-Markov chain Monte Carlo (P-MCMC); rapidly growing derivative markets, such as variance swaps and VIX options in global markets, and the ETF50 options as well as white sugar/cotton futures options in China; the information propagations/interactions among equity markets, equity derivative markets, and variance derivative markets.
Research interests
Risk management in derivatives markets
Derivatives pricing
Experience
Lecturer, Xian Jiaotong Liverpool University (2022‐Present)
Teaching
MTH312 Stochastic Modelling in Insurance and Finance
MTH438 Corporate Finance for Insurance
MTH301 Final year project
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Education/Academic qualification
Ph.D. in Mathematical Sciences, University of Liverpool
MSc in Financial Mathematics, University of Edinburgh
BSc in Financial Mathematics, Xi'an Jiaotong-Liverpool University
Person Types
- Staff
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Applying Stochastic Models to Option Pricing, Trading Strategies and Volatility Analysis
1/01/24 → 31/12/26
Project: Internal Research Project
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Valuation of American and Barrier Options under Continuous-Time Markov Chains and Applications
Hong, Y., Zhou, Y., Yang, C., Wu, Y. & Xu, M.
1/01/23 → 31/12/25
Project: Internal Research Project
Research output
- 3 Article
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Decoding ESG Report Narratives: Unveiling Sustainable Supply Chain Insights and Impacts through Textual Analysis
Wang, Y., Peng, Y. & Yang, C., 2024, (Accepted/In press) In: Corporate Social Responsibility and Environmental Management.Research output: Contribution to journal › Article › peer-review
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High frequency volatility of oil futures in China: Components, modeling, and prediction
Hong, Y., Xu, X. & Yang, C., 2 Aug 2024, (E-pub ahead of print) In: Journal of Forecasting.Research output: Contribution to journal › Article › peer-review
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High frequency volatility of oil futures in China: Components, modeling and prediction
Hong, Y., Xu, X. & Yang, C., 6 Aug 2024, In: Journal of Forecasting. 2024Research output: Contribution to journal › Article › peer-review
Activities
- 1 PhD Supervision
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Economic Scenario Generation (ESG) for Equity Markets
Yi Hong (Supervisor), Linglong Yuan (Co-supervisor) & Chen Yang (Supervisor)
1 Jun 2024 → 31 May 2027Activity: Supervision › PhD Supervision