Gechun Liang joined the Oxford-Man Institute as a Postdoctoral Research Fellow in the Michaelmas Term of 2010. Prior to that, he was a student member of the Institute whilst completing a DPhil in Mathematics at the Mathematical Institute under the supervision of Professor Terry Lyons and Dr Zhongmin Qian.
He has a Master’s Degree in Mathematics from Tongji University, and studied finance as an undergraduate in Jilin University.
His research interests are mainly focused on mathematical finance and applied probability. He is especially interested in backward stochastic differential equations and credit risk modelling.
Henderson V. and Liang G. (2012) A Multidimensional Exponential Utility to Indifference Pricing Model with Applications, Working Paper, Mathematical Institute, University of Oxford, Oxford.