Financial engineering and FinTech, corporate finance, macroeconomic policy, applied probability, and stochastic modelling

Wei Jiang joined the Department of Industrial Engineering and Decision Analytics at the Hong Kong University of Science and Technology as an Assistant Professor in August 2019. He received Ph.D. in Quantitative Finance from National University of Singapore (2018), and both M.S. in Financial Mathematics (2012) and B.S. in Mathematics (2009) from Peking University. Prior to his Ph.D. study, he worked as a Financial Analyst in China Merchants Finance Holding Co., Ltd.

1. Simulating Risk Measures via Asymptotic Expansions of Relative Error (with Steven Kou). Mathematical Finance, 31(3), 2021, 907-942
2. Asymptotic Analysis of No-transaction Region for Two Illiquid and Correlated Stocks (with Xinfu Chen, Min Dai, and Cong Qin). Mathematical Finance, 32(4), 2022, 1133-1169
3. A q Theory of Internal Capital Markets (with Min Dai, Xavier Giroud, and Neng Wang). Journal of Finance, 79(2), 2024, 1147-1197
4. Managing Government Debt (with Thomas Sargent, Neng Wang, and Jinqiang Yang). Proceedings of the National Academy of Sciences, 2024
5. A p Theory of Government Debt and Taxes (with Thomas Sargent, Neng Wang, and Jinqiang Yang). Journal of Finance, accepted
6. From Hotelling to Nakamoto: The Economics of Bitcoin Mining (with Min Dai, Steven Kou, and Cong Qin) 
7. An Investment Theory with Lags and Adjustment Costs (with Shuaijie Qian and Jialu Shen). MFA 2022, AFBC 2022
8. Non-linear Dependence and Portfolio Decisions over the Life-Cycle (with Shize Li and Jialu Shen). AEA 2023 poster, AFA 2023 poster, SFS Asia Cavalcade 2022
9. Optimal Stockist Selection and Contract Design: Evidence from a Supply Chain in India (with Jussi Keppo, Yu Long, and Omkar D. Palsule-Desai)

IEDA 4331 Quantitative Methods in Financial Engineering

IEDA 4520 Numerical Methods for Financial Engineering