Yu Tian

Dr

Accepting PhD Students

PhD projects

Stochastic modelling with practical applications in long-term investment and retirement income innovation

20102019

Research activity per year

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Personal profile

Biography

Dr Yu Tian is a Senior Lecturer of Monash Centre for Quantitative Finance and Investment Strategies, and is a Senior Consultant, Pricing and Risk Analysis, of MLC Wealth. He is also the Vice President of Q Group Australia and the Chair of its Melbourne chapter, Industry Fellow of UNSW CEPAR, Advisory Committee Member of CSIRO Data61 RiskLab and Associate Editor of ANZIAM Journal in financial mathematics section. His research interests include: retirement income product design and pricing, portfolio optimisation, derivatives pricing and risk management.

Education/Academic qualification

Financial Mathematics, PhD, MONASH UNIVERSITY

Mar 2010Sep 2013

Award Date: 1 May 2014

Computational Finance, Master of Science with Distinction, Technische Universiteit Delft (Delft University of Technology)

Sep 2007Jun 2009

Award Date: 1 Jul 2009

Mathematics, Bachelor of Science, Shandong University

Sep 2003Jun 2007

Award Date: 1 Jul 2007

Finance, Bachelor of Economics, Shandong University

Sep 2003Jun 2007

Award Date: 1 Jul 2007

Research area keywords

  • volatility modelling
  • option pricing
  • risk management
  • retirement income products

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