معرفی
Liuren Wu is a Professor at the Zicklin School of Business, Baruch College, City University of New York. She holds a PhD in Chemistry/Physics from the Chinese Academy of Sciences and a Master of Philosophy in International Finance/Economics from New York University.
- BS, Chemical Engineering, Beijing Institute of Technology (1988)
- MS, Chemical Engineering, Beijing Institute of Technology (1991)
- MPhil, International Finance/Economics, New York University (1998)
- PhD, Chemistry/Physics, Chinese Academy of Sciences (1994)
Her research focuses on option pricing, credit risk, term structure modeling, market microstructure, and international finance. She has developed innovative frameworks for analyzing volatility risk premiums, variance swap investments, and decentralized risk pricing models. Her recent work explores the intersection of machine learning and structural financial modeling, particularly in commodity and equity markets.
Wu's publications span high-impact journals such as the Journal of Finance, Review of Financial Studies, and Management Science, with a recurring emphasis on stochastic processes, time-changed Levy models, and realized variance analysis. She has received multiple Research Awards from the Professional Staff Congress of CUNY and Faculty Scholarship Awards from Zicklin School of Business.
- Research Award, PSC-CUNY (2005-2018)
- Faculty Scholarship Award, Zicklin School (2006-2011)
Wu teaches advanced courses on financial derivatives, corporate finance, and dissertation supervision at Baruch College. She actively participates in academic service through the Financial Engineering Hub Steering Committee and Department Wednesday seminars.
