Wei JIANG (蔣為)
Wei JIANG (蔣為)
PhD, National University of Singapore, 2018
Assistant Professor
Tel 2358 7091
Office Room 5548
Research Interests

Financial engineering and FinTech, corporate finance, macroeconomic policy, applied probability, and stochastic modelling

Contact Info
Tel 2358 7091
Office Room 5548
Research Interests

Financial engineering and FinTech, corporate finance, macroeconomic policy, applied probability, and stochastic modelling

Profile

Wei Jiang joined the Department of Industrial Engineering and Decision Analytics at the Hong Kong University of Science and Technology as an Assistant Professor in August 2019. He received Ph.D. in Quantitative Finance from National University of Singapore (2018), and both M.S. in Financial Mathematics (2012) and B.S. in Mathematics (2009) from Peking University. Prior to his Ph.D. study, he worked as a Financial Analyst in China Merchants Finance Holding Co., Ltd.

Research
  1. Simulating Risk Measures via Asymptotic Expansions of Relative Error (with Steven Kou). Mathematical Finance, 31(3), July 2021, p. 907-942
  2. A q Theory of Internal Capital Markets (with Min Dai, Xavier Giroud, and Neng Wang). Journal of Finance, forthcoming
  3. Asymptotic Analysis of No-transaction Region for Two Illiquid and Correlated Stocks (with Xinfu Chen, Min Dai, and Cong Qin). Mathematical Finance, minor revision
  4. From Hotelling to Nakamoto: The Economics of Bitcoin Mining (with Min Dai, Steven Kou, and Cong Qin). 
  5. An Investment Theory with Lags and Adjustment Costs (with Shuaijie Qian and Jialu Shen). MFA 2022
  6. Non-linear Dependence and Portfolio Decisions over the Life-Cycle (with Shize Li and Jialu Shen)
  7. A p Theory of Government Debt and Taxes (with Thomas J. Sargent, Neng Wang, and Jinqiang Yang)
Teaching Activities
IEDA 4331 Quantitative Methods in Financial Engineering

IEDA 4520 Numerical Methods for Financial Engineering

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