Room 512, Adam Smith Building, 40 Bute Gardens, Glasgow G12 8RT
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Three essays in Quantitative Finance
Cross-listed stocks arbitrage by utilising stochastic optimal control. Risk aversion impacts on wealth distribution in continuous time stochastic general equilibrium model.
Quantitative Financial Analysis, Applied Mathematical Finance, Corporate Governance and Finance, Political Economics
Presented “Cointegration and Stochastic Optimal Control in Trading Pairs” in the 22nd International Conference in Forecasting Financial Market. www.ffmconference.com/history
Pengcheng commenced his PhD in Quantitative Finance at the University of Glasgow in October 2014. His research is fully funded by a College of Social Sciences Scholarship.
Prior to this, he obtained an MSc in Financial Forecasting and Investment (Distinction) from the University of Glasgow in 2014, a BA (Hons) in Accounting from Newcastle Business School (Full Scholarship) and a BSc in Accounting and Finance from Beijing Institute of Technology (BIT) in 2012.