معرفی
Oscar Tian is Senior Lecturer in Monash University's School of Mathematics, specializing in financial mathematics and computational finance. His research focuses on volatility modelling, option pricing, risk management, and retirement income product design.
Research Focus: Develops advanced computational methods for portfolio optimization, derivatives pricing, and risk assessment, with particular emphasis on incorporating liquidity costs and market impact.
Key Contributions: Created simulation-and-regression approaches for dynamic portfolio optimization, developed skewed target range strategies for multiperiod portfolio management, and pioneered GPU-accelerated pricing methods for exotic options under complex volatility models.
Teaching: Educates graduate students in mathematical finance, stochastic calculus, and computational approaches to financial engineering.
