Yu-Jui Huang

    Lecturer in Financial Mathematics  
    School of Mathematical Sciences

    Dublin City University


Yu-Jui Huang

  • Contact:
    School of Mathematical Sciences
    Dublin City University
    Glasnevin, Dublin 9, Ireland
    YuJui.Huang (at) dcu.ie

  • Curriculum Vitae

Employments

Research Visits

  • Visiting Research Fellow, City University of Hong Kong (Summer 2013).

Education

Thesis

  • Topics in Stochastic Control with Applications to Finance, University of Michigan 2013. [PDF]

Preprints

  • A. Fahim & Y.-J. Huang (2014), Model-independent Superhedging under Portfolio Constraints, submitted. [arXiv] [Slides]

  • E. Bayraktar, Y.-J. Huang & Z. Zhou (2013),  On Hedging American Options under Model Uncertainty, submitted. [arXiv]

  • X. Chen, Y.-J. Huang, Q. Song & C. Zhu (2013), On the Stochastic Solution to a Cauchy Problem Associated with Nonnegative Price Processes, submitted. [arXiv] [Slides]

Publications

Presentations

  • 8th World Congress of the Bachelier Finance Society, Brussels, June 5, 2014.
  • Mathematical Finance Seminar, the Hebrew University of Jerusalem, May 26, 2014.
  • Joint Financial Mathematics and Risk Stochastics Seminar, London School of Economics, March 3, 2014.
  • Mathematics Colloquium, Dublin City University, October 24, 2013.
  • AMS Sectional Meeting (Special Session on PDE, Stochastic Analysis, and Applications to Mathematical Finance), Temple University, Philadelphia, October 13, 2013.
  • Probability Seminar, Academia Sinica, Taipei, Taiwan, June 27, 2013.
  • Mathematical Finance Seminar, University of Texas at Austin, April 12, 2013.
  • AMS Sectional Meeting (Special Session on Financial Mathematics), Boston College, Chestnut Hill, April 7, 2013.
  • Probability and Statistics Seminar, Wayne State University, Detroit, March 20, 2013.
  • SIAM Conference on Financial Mathematics and Engineering, Minneapolis, July 9 & 10, 2012 (invited speaker).
  • Probability, Control and Finance, a conference in honor of Ioannis Karatzas, Columbia University, June 5, 2012.
  • Financial/Actuarial Mathematics Seminar, University of Michigan, September 29, 2011.
  • 7th International Congress on Industrial and Applied Mathematics (ICIAM), July 21, 2011, Vancouver (Invited speaker).
  • Workshop on Stochastic Analysis in Finance and Insurance, University of Michigan, May 18, 2011.
  • Mathematical Finance and Partial Differential Equations Conference 2010, Rutgers University, December 10, 2010.
  • Financial/Actuarial Mathematics Seminar, University of Michigan, September 16, 2010.
  • 6th World Congress of the Bachelier Finance Society, Toronto, June 23, 2010.

Teaching

  • Data Analysis and Statistics (Semester I, 2014-2015).
  • Probability I (Semester II, 2013-2014).
  • Statistics I (Semester I, 2013-2014).

    Miscellaneous

    • My music: Guitar Playing and Music Composed by Keyboards.

    Last updated on October 6, 2014