Dr Jing Zhao
College of Arts, Social Sciences and Commerce
La Trobe Business School
Department of Economics and Finance
473 MARB, Melbourne (Bundoora)
- T: +61 3 9479 3120
- F: +61 3 9479 1654
- E: email@example.com
BSc (Fudan), MPhil, PhD (Chinese University of Hong Kong)
Jing Zhao joined La Trobe University in July 2010. She completed her PhD degree at the Chinese University of Hong Kong in 2010. Her current research focuses on securities trading and information, quantitative finance, and risk management.
- Financial markets microstructure and information
- Quantitative finance
FIN5PMT (Portfolio Management)
FIN5MRM (Market Risk Management)
- X.K. Yin and J. Zhao (2015). A Hidden Markov Process Approach to Information-Based Trading, Journal of Applied Econometrics, 30, 1210-1234.
- M.C. Chiu, H.Y. Wong and J. Zhao (2015). Commodity Derivatives Pricing with Cointegration and Stochastic Covariances, European Journal of Operational Research, 246, 476-486.
- H. Chou, J. Zhao and S. Suardi (2014). Factor Reversal in Euro Zone Stock Returns: Evidence from the Crisis Period, Journal of International Financial Markets, Institutions & Money, 33, 28-55.
- N.H. Chan, H.Y. Wong and J. Zhao (2012). Structural Model of Credit Migration. Computational Statistics and Data Analysis, 56(11), 3477-3490.
- J. Zhao and H.Y. Wong (2012). A Closed-form Solution to American Options under General Diffusions. Quantitative Finance, 12(5), 725-737.
- H.Y. Wong and J. Zhao (2011). Optimal Dividends and Bankruptcy Procedures: Analysis of Ornstein-Uhlenbeck Processes. Journal of Computational and Applied Mathematics, 236(2), 150-166.
- H.Y. Wong and J. Zhao (2011). An Artificial Boundary Method for the Hull-White Model of American Interest Rate Derivatives. Applied Mathematics and Computation, 9(1), 4627-4643.
- H.Y. Wong and J. Zhao (2010). Valuing American Options under the CEV model by Laplace-Carson Transforms. Operations Research Letters, 38(5), 474-481.
- H.Y. Wong and J. Zhao (2010). Currency Option Pricing: Mean Reversion and Multi-Scale Stochastic Volatility. Journal of Futures Markets, 30(10), 938-956.
- H.Y. Wong and J. Zhao (2008). An Artificial Boundary Method for American Option Pricing under the CEV model. SIAM Journal on Numerical Analysis, 46(4), 2183-2209.