About
Dr. Shan Lu is a Lecturer in Finance at the Department of Accounting and Finance, Kent Business School, University of Kent, since August 2021. He previously held positions at the University of Aberdeen and the University of Bradford and earned his PhD from the University of Aberdeen.
Research interests: Financial derivatives, option pricing, and quantitative finance. His work focuses on volatility modeling, risk-neutral density estimation, and computational finance, with publications in journals such as the European Journal of Finance, Journal of Futures Markets, and Economics Letters.
Teaching: Covers financial markets, derivatives, econometrics, and quantitative methods at undergraduate and postgraduate levels.
Scientific awards:
- Fellow (FHEA) of Higher Education Academy
Advising: Offers PhD supervision in topics aligned with his research interests, including financial derivatives and quantitative finance. He emphasizes collaboration on research ideas directly related to his expertise.
Publications: Recent work explores volatility dynamics in VIX/VXX options, risk-neutral density extraction, and implied volatility forecasting, leveraging computational methods and empirical finance techniques.
