Prof. ZHANG Qiang (張強)
Student Theses
- 2020
Optimal Strategies for Managing Portfolio with Transaction Costs and Consumption
Author: MIAO, Y., 3 Aug 2020Supervisor: ZHANG, Q. (Supervisor)
Student thesis: Doctoral Thesis
- 2018
Pricing American Options on Restricted Underlying Assets
Author: WANG, T., 29 Oct 2018Supervisor: ZHANG, Q. (Supervisor)
Student thesis: Doctoral Thesis
- 2017
Author: DENG, S., 7 Aug 2017A Quantitative Theory of Richtmyer-Meshkov Instability in Compressible Fluids
Supervisor: ZHANG, Q. (Supervisor)
Student thesis: Doctoral Thesis
Optimal Portfolio Selection with Consumption under Stochastic Volatility
Author: GE, L., 2 Aug 2017Supervisor: ZHANG, Q. (Supervisor)
Student thesis: Doctoral Thesis
- 2015
Universality of finger growth in Rayleigh-Taylor and Richtmyer-Meshkov instabilities with all density ratios
Author: GUO, W., 15 Jul 2015Supervisor: ZHANG, Q. (Supervisor)
Student thesis: Doctoral Thesis
- 2012
Portfolio management, stochastic volatility and credit derivatives: three important issues in quantitative finance
Author: GAO, M., 15 Feb 2012Supervisor: ZHANG, Q. (Supervisor)
Student thesis: Doctoral Thesis
Pricing vanilla options with stock borrowing fee and Asian options with stochastic volatility
Author: FANG, Y., 15 Feb 2012Supervisor: ZHANG, Q. (Supervisor)
Student thesis: Doctoral Thesis
- 2011
Anomalous phenomena and intermittency in the dynamics of multiple particles in a funnel
Author: GUO, W., 15 Feb 2011Supervisor: ZHANG, Q. (Supervisor)
Student thesis: Master's Thesis
- 2010
Deflection of a dilute stream of particles
Author: DENG, Y., 4 Oct 2010Supervisor: WYLIE, J. J. (Supervisor) & ZHANG, Q. (Co-supervisor)
Student thesis: Doctoral Thesis
- 2008
Anomalous behavior of granular particles falling through a funnel
Author: FANG, Y., 2 Oct 2008Supervisor: ZHANG, Q. (Supervisor)
Student thesis: Master's Thesis
Behavior of intruders in a granular flow
Author: GAO, M., 2 Oct 2008Supervisor: ZHANG, Q. (Supervisor)
Student thesis: Master's Thesis
Dynamics of driven particle systems with drag
Author: LI, Y., 2 Oct 2008Supervisor: ZHANG, Q. (Supervisor)
Student thesis: Master's Thesis
Memory effect in financial data: estimation and test
Author: DENG, J., 15 Feb 2008Supervisor: ZHANG, Q. (Supervisor)
Student thesis: Master's Thesis
- 2007
Fingering instabilities in particle systems
Author: SUN, X., 15 Feb 2007Supervisor: WYLIE, J. J. (Supervisor) & ZHANG, Q. (Co-supervisor)
Student thesis: Doctoral Thesis
- 2006
Approximate analytical solutions to single-period investments in incomplete market
Author: ZHOU, X., 3 Oct 2006Supervisor: ZHANG, Q. (Supervisor)
Student thesis: Master's Thesis
Investment strategies under risk measures
Author: YU, M., 3 Oct 2006Supervisor: ZHANG, Q. (Supervisor) & WYLIE, J. J. (Co-supervisor)
Student thesis: Doctoral Thesis
- 2005
A wealth tracking approach to portfolio management and comparisons of investment strategies
Author: HUANG, J., 3 Oct 2005Supervisor: ZHANG, Q. (Supervisor)
Student thesis: Master's Thesis
- 2002
Some new results on utility maximization and portfolios optimisation
Author: CHAN, L. L., 2 Oct 2002Supervisor: ZHANG, Q. (Supervisor)
Student thesis: Master's Thesis
