K.W. (Ki Wai) Chau, Dr
Assistant professor
Telephone:
E-mail:
k.w.chau rug.nl
Professional affiliations
- 2020 - present: Assistant Professor, University of Groningen.
- 2020: Research Assistant, University of Duisburg-Essen.
- 2014 - 2015: Research Assistant, The University of Hong Kong.
Education
- 2015 - 2020: PhD in Numerical Analysis, Delft University of Technology. Dissertation: Numerical Finance with Backward Stochastic Differential Equations: An Exploration of Three Schemes. Promotor: Kees Oosterlee.
- 2012 - 2014: MPhil in Mathematical Finance, The University of Hong Kong. Thesis: Fourier-cosine method for insurance risk theory
| Last modified: | 25 June 2022 3.19 p.m. |