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Researcher

Keywords

Fields of Research (FoR)

Financial mathematics, Stochastic analysis and modelling

Biography

Biography:

I am a Lecturer in Financial Mathematics at the School of Mathematics and Statistics. (Homepage~ https://ruyi-liu61.github.io/ ) My research focuses on stochastic control (game), (backward) stochastic differential equations, and their applications in the financial and electricity markets.

Profession:

  • Research fellow, Hong Kong Polytechnic University, 2024-2025
  • Postdoc, The University of Sydney, 2021-2024

 

Education:

Biography:

I am a Lecturer in Financial Mathematics at the School of Mathematics and Statistics. (Homepage~ https://ruyi-liu61.github.io/ ) My research focuses on stochastic control (game), (backward) stochastic differential equations, and their applications in the financial and electricity markets.

Profession:

  • Research fellow, Hong Kong Polytechnic University, 2024-2025
  • Postdoc, The University of Sydney, 2021-2024

 

Education:

  • BSc & PhD in Mathematics (Financial Mathematics), Shandong University

 


My Research Activities

Research interests:

  • Stochastic Control (Game)
  • Financial Mathematics
  • Backward Stochastic Differential Equations

My Research Supervision


Supervision keywords

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Location

Science
Anita B. Lawrence Centre
School of Mathematics and Statistics UNSW Sydney

Contact

ORCID as entered in ROS

orcid_icon https://orcid.org/0000-0002-7435-857X

UNSW Sydney NSW 2052 Australia Telephone +61 2 93851000
Authorised by Deputy Vice-Chancellor (Research)
UNSW CRICOS Provider Code: 00098G ABN: 57 195 873 179

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