معرفی
Dr. Liya Shen is a Lecturer in Finance at the University of Essex's Essex Business School (EBS). She holds a BSc from East China University of Science and Technology, and both an MSc and PhD from the University of Essex. Her research focuses on option pricing, wavelet methods in finance, and derivative securities. She has supervised multiple PhD students, including Muhammad Usman Zafar (2019), Xinyang Luan (2016), and Melek Akpak Aygul (2016).
Her work applies wavelet analysis to financial problems such as option pricing, risk assessment, and market dynamics. Recent publications include studies on liquidity regimes and empirical wavelet-based pricing models. She teaches courses like Quantitative Foundations of Finance and Asset Pricing.
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