Yihan Zou

Email: y.zou.2@research.gla.ac.uk
11 Southpark Terrace, Room 302

Research title

Jump dynamics and risk premiums from option-implied and realized volatilities: Empirical analysis of option pricing models during financial crisis

Research summary

PhD topic 

Jump dynamics and risk premiums from option-implied and realized volatilities

Research interests 

Derivatives, Asset Pricing, Financial Economics, Risk Management


Additional information

Yihan started his PhD study in University of Glasgow in October 2016. Prior to this, he obtained a Master’s degree in Financial Risk Management with Distinction, University of Glasgow, December 2015, and a Bachelor’s degree in Financial Management from Central South University (China) in June 2014.

Yihan’s research is fully funded by the College of Social Science PhD Scholarship (COSS) and the Joint Scholarship of China Scholarship Committee and University of Glasgow (CSC).