Dr Tat Lung (Ron) Chan
Senior Lecturer of in Financial Mathematics
STAMP, School of Business and Law
Ron is Senior Lecturer in Financial Mathematics at UEL. He obtained his PhD in Financial Mathematics at Birkbeck, University of London in December 2010. Before joining UEL in 2012, Ron worked as a risk specialist at Standard & Poors (London) as well as a lecturer and a tutor at University of Leicester, SOAS, Birkbeck, University of London and London Foundation Campus. Ron is also an associate member of London Mathematical Society and a research member of RBFs and Finance Group.
Overview
Publications
WORKING PAPERS:
(2016) "Complex Fourier Series in Option Pricing.
(2016) "A fast Fourier-RBF method for option pricing American-type options under exponential Lèvy models and stochastic volatility models with jumps", submitted to Journal of Econometrics.
Collaborators
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Research
Publications
Funding
Finance:
1.) Option pricing problems
2.) Risk management
3.) Model calibration techniques
Mathematics:
1.) Numerical methods in nonlinear analysis
2.) Orthogonal polynomials