معرفی
Tao Pang is a Professor and Director of the Financial Mathematics Graduate Program at the Department of Mathematics, North Carolina State University (NC State). His academic role includes leading the Financial Mathematics program and contributing to the College of Sciences. He holds a Ph.D. in Applied Mathematics from Brown University (2002) and prior degrees from the University of Science and Technology of China (M.S. 1997, B.S. 1994).
His research focuses on stochastic control, financial risk management, mathematical finance, and operations management. Notable contributions include work on portfolio optimization under uncertainty, green supply chain strategies, and risk modeling in financial markets. Professional credentials include Chartered Financial Analyst (CFA) and Financial Risk Manager (FRM) certifications.
Education:
- Ph.D. in Applied Mathematics, Brown University, 2002
- M.S. in Mathematics, University of Science and Technology of China, 1997
- B.S. in Mathematics, University of Science and Technology of China, 1994
Research Interests:
Dr. Pang’s work integrates stochastic processes, financial engineering, and operations research. Key areas include:
- Portfolio optimization under rare-event risks and stochastic volatility
- Green technology adoption in agricultural and industrial supply chains
- Risk management of financial products such as guaranteed minimum benefits
- Optimal strategies for capital-constrained supply chains under yield uncertainty.
Professional Activities:
- Chartered Financial Analyst (CFA)
- Financial Risk Manager (FRM)
Recent Work Trends:
Recent publications emphasize applications of stochastic control to real-world problems like e-commerce supply chain dynamics, sustainable agricultural practices, and cryptocurrency risk modeling. His articles often combine theoretical frameworks with practical policy implications, such as government subsidy mechanisms for green technologies.
