Qi TangEmeritus Reader (Mathematics)
Research
My research interests in the past few years have been
Data analysis of quantitative finance issues including
1) FOREX trading strategies
2) Option pricing with various constraints imposed on asset price movements
3) Volatility surface for financial options
4) Stochastic integral-differential equations arising from finance.
Works in progress include
1) Network Analysis of Globalization using Trade and GDP and where stand the BRICS, to appear
2) Applying Feedback Control to Foreign Exchange Trading, to appear