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Personal Information

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Contact: : Shanghai Advanced Institute of Finance
Shanghai Jiao Tong University
211 West Huaihai Road
Shanghai, P.R. 200030 China

: Mail: [email protected]
Tel: +86-21-6293-3586

: Office in SAIF: 1216
Office in Minhang (School of Mathematical Sciences): 523

I have a position as Associate Professor at the Shanghai Jiao Tong University in China at the School of Mathematical Sciences. I am also Affiliated Professor at Shanghai Advanced Institute of Finance (SAIF).

My research focus — even if not bounded to — are

  • Stochastic and Convex Analysis
  • Decision Theory
  • Risk and Uncertainty
  • Data Analysis

Lecture Notes: : I recently experimented with lecture notes online using mkdocs material. Those are work in progress, available publicly on github for forking, correcting, pulling requests, as well as the template I am using.

The following lecture notes are available:

* [**Advanced Scientific Programming**]({{site.url}}/ASP_Lecture/)

    [source code](https://github.com/sdrap/ASP_Lecture)
    
    *It is rather an introduction to scientific programming for mathematicians*.
* [**Financial Mathematics**]({{site.url}}/FM_Lecture/)

    [source code](https://github.com/sdrap/FM_Lecture)

* [**Stochastic**]({{site.url}}/SP_Lecture/) 

    [source code](https://github.com/sdrap/SP_Lecture)

    *Still in the process of writing chapters 5 to 12 during this semester.*

Links: : Publications and CV: Publications, preprints and talks and a short CV here.
Teaching: The teaching section contains details about current and past lectures as well as some open sourced lecture notes that I've written myself or together with others.
Activities: Various informations about finance and stochastic activities in Shanghai and around.
Seminar: The group of probability, stochastic and finance of the school of mathematical sciences is running (usually twice a month) a seminar.