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Dr. Qinghua Li

Short CV: 
  • 09/2012-October 2013, Humboldt-Universität zu Berlin. Post-Doctoral Researcher with Prof. Dr. Ulrich Horst.

  • 09/2011-08/2012, Université d’Evry Val d’Essonne, Département de Mathématiques, Evry, France. Post-Doctoral Researcher funded by Institut Europlace de Finance.

  • 09/2005-05/2011, Columbia University, New York, USA. Ph.D. in Statistics, 05/2011.              

  • 09/2001-07/2005, University of Science and Technology of China, Business School, HeFei, China. B.S. in Statistics, 07/2005.

Major Research Interests: 

Stochastic analysis, stochastic optimization, stochastic differential equations, and their applications to mathematical finance and economics.

Recent works focusing on some stochastic control problems arising from market microstructure and risk management.

Selected Presentations: 
  • Optimal Trading in a Two-Sided Limit Order Book. CMU (10/2013), University College London (04/2013).

  • Impulse Control of a Diffusion with a Change Point. AMS Temple meeting (10/2013), 6th Bachelier Colloquium (01/2012), Evry (10/2011), CMU (10/2010), Columbia (09/2010)

  • BSDE Approach to Non-Zero-Sum Stochastic Differential Games of Control and Stopping. Cornell (07/2010), Rutgers (04/2010), UM Ann Arbor (04/2010), Columbia (11/2009)

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