Pengcheng Song

Email: p.song.1@research.gla.ac.uk
Room 512, Adam Smith Building, 40 Bute Gardens, Glasgow G12 8RT
Tel: +44 (0)141 330 6078

Research title

Three essays in Quantitative Finance

Research summary

PhD Topic

Cross-listed stocks arbitrage by utilising stochastic optimal control.  Risk aversion impacts on wealth distribution in continuous time stochastic general equilibrium model.

Research Interests

Quantitative Financial Analysis, Applied Mathematical Finance, Corporate Governance and Finance, Political Economics


Conferences

Presented “Cointegration and Stochastic Optimal Control in Trading Pairs” in the 22nd International Conference in Forecasting Financial Market. www.ffmconference.com/history


Additional information

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.