WAN Xiangwei

WAN Xiangwei is an Associate Professor in the Department of Finance at Antai College of Economics & Management, Shanghai Jiao Tong University. His research focuses on Finance, with particular interests in Financial Economics and Financial Engineering. He holds a Ph.D. in Financial Engineering from The Chinese University of Hong Kong and a B.S. in Mathematics from the University of Science and Technology of China. His work includes publications in top journals such as Management Science, Journal of Economic Dynamics and Control, and Quantitative Finance. He teaches courses in Financial Derivatives, Algorithmic Trading, and Financial Economics.

Xiangwei Wan is a researcher at Shanghai Jiao Tong University with expertise in Financial Engineering and Financial Economics. His work focuses on advanced mathematical models for financial derivatives, including jump-diffusion processes, option pricing, and risk management. He has published extensively on topics such as double-exponential jumps, SABR models, and non-concave utility maximization. His research also explores the application of stochastic calculus, perturbation analysis, and machine learning in financial markets. Wan's contributions span both theoretical and applied aspects of financial engineering, with an emphasis on pricing, hedging, and portfolio optimization under complex market conditions.