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Prof. Ulrich Horst visited RMI from 26 February to 23 March 2018. Prof. Horst is Professor of Applied Financial Mathematics at Humboldt University Berlin (HUB). He received his PhD in Mathematics form HUB in 2000. Before he returned to Berlin in the summer of 2007 he was an Assistant Professor at the Department of Mathematics of the University of British Columbia. From July 2007 to June 2011 he was Scientific Director of the Deutsche Bank-sponsored Quantitative Products Laboratory, and from March to August 2015, he was a Fellow at the Center for Interdisciplinary Research (ZIF) in Bielefeld. He was the Head of HUB’s the Mathematics Department for the last five years. His research interests include stochastic optimal control, game theory and financial economics. Dr. Song Shiyu is visiting RMI as a Research Fellow from 26 February 2018 to 25 February 2019. Dr. Shiyu Song is a lecturer at the School of Mathematics, Tianjin University, China. He received his PhD from Nankai University in 2016. From August 2014 to July 2015, he was a visiting PhD student at the University of Illinois at Urbana-Champaign. His research interests mainly include stochastic process and derivative pricing. A/P Jin Hanqing visited RMI as a Senior Research Fellow from 26 March to 25 April 2018. A/P Jin Hanqing is currently an Associate Professor at Mathematics Institute, University of Oxford. He obtained his PhD in System Engineering and Engineering Management, at Chinese University of Hong Kong in 2004. His research interests include mathematical finance, behavioral finance, operation research, and applied stochastic analysis.
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