dst 20200922 bingyanhan

Dr. Bingyan HAN
Assistant Professor of Financial Mathematics
Division of Science and Technology
office: T6-302-R5

ResearchGate

Curriculum Vitae

Education

Ph.D. in Statistics, The Chinese University of Hong Kong, 2016-2020
B.S. in Applied Mathematics, University of Science and Technology of China, 2012-2016

Research Interest

Mathematical Finance

Current Teaching

GCVM1013 Applied Ethics in Science and Technology
FINM3053 Statistics in Finance

Selected Publications
  1. Han, B. and Wong, H. Y. (2019) Optimal investment and consumption problems under correlation ambiguity. IMA Journal of Management Mathematics.  
  2. Han, B. and Wong, H. Y. (2020) Mean-variance portfolio selection under Volterra Heston model. Applied Mathematics and Optimization.
  3. Han, B. and Wong, H. Y. (2020) Merton's portfolio problem under Volterra Heston model. Finance Research Letters.
  4. Yan, T., Han, B., Pun, C. S., and Wong, H. Y. (2020) Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility. Mathematics and Financial Economics.