Jun Fan

Visiting Teaching Fellow in Applied Mathematics

数学科学系 / 理工学院

在科研信息系统上查看完整简介（英文）

Ph.D. Mathematics Research from University of Leicester, Leicester, UK (2019)

MSc. Financial Mathematics and Computation with Distinction from University of Leicester, Leicester, UK (2014)

B.Sc. Mathematics and Applied Mathematics (2013)

B.Eng. Software Engineering (2013)

I am interested in many areas of applied mathematics and pure mathematics, such as Stochastic Analysis, Arithmetic Derivative, Quantum Derivative, Malliavin Calculus, Financial Mathematics and Mathematical Modeling. My collaborators are both in academia and industry all over the world (PRC, UK, UAE, etc.). I have supervised 9 master students with their projects and teaching experiences of a module and problem classes.

Previous appointments

Nov. 2019 – Oct. 2020, Post Doctoral in Stochastic Calculus Applied to Finance, United Arab Emirates University (UAEU), Al Ain, UAE. Project title: A revised volatility model and application to option valuation