Yumo Zhang, PhD student
Yumo started as a PhD student in the Insurance and Economics section 1st of January 2020. His supervisor is Jesper Lund Pedersen.
Yumo completed his master’s degree in Mathematics-Economics here at the Department of Mathematical Sciences in September 2019. His thesis was titled “Numerical Computation and Monte Carlo simulation of the Heston Stochastic Volatility Model” and was supervised by Rolf Poulsen.
He has a bachelor’s degree in financial engineering from Southwestern University of Finance and Economics, Sichuan, China.
The purpose of Yumo’s PhD project is to study optimal portfolio selection problems in stochastic volatility models, in particular, the dynamic version of the nonlinear optimal control problem.
You can find Yumo in office 04.3.20