Prof. Xiaolu TAN
Associate Professor
BSc (Peking University); MSc (Ecole Polytechnique)
PhD (Ecole Polytechnique)
Address:
Room 227, Lady Shaw Building,
The Chinese University of Hong Kong,
Shatin, N.T., Hong Kong
The Chinese University of Hong Kong,
Shatin, N.T., Hong Kong
Tel:
(852) 3943-5296
Email:
Personal Website:
Fields of Interest:
Mathematical Finance, Stochastic Analysis, Stochastic Optimal Control, Numerical Simulation of SDEs, Numerical Method for Nonlinear PDEs, Numerical Method for Optimal Control Problem.
Courses
| Course Code | Course Title | Academic Year | Term |
|---|---|---|---|
| MATH4210 | Financial Mathematics | 2020/21 | 1 |
| MATH6231 | Topics in Optimization Theory I | 2020/21 | 2 |
| Course Code | Course Title | Academic Year | Term |
|---|---|---|---|
| MATH4210 | Financial Mathematics | 2019/20 | 1 |
| MATH6231 | Topics in Optimization Theory I | 2019/20 | 2 |