Chao ZHOU
National University of Singapore
Biography
I am an Associate Professor in the Department of Mathematics and Risk Management Institute (joint appointment), NUS. I got my PhD in Applied Mathematics from CMAP, Ecole Polytechnique. My thesis subject is Model Uncertainty in Finance and Second Order Backward Stochastic Differential Equations.
Interests
- Second order backward stochastic differential equations (2BSDEs)
- Stochastic control in finance and insurance
- Valuation adjustments
- Principal-Agent problems
- Data analytics and information acquisition
- Deep learning methods
Education
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Ph.D. in Applied Mathematics Centre, 2012
Ecole Polytechnique
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Paris Graduate School of Economics, Statistics and Finance, 2009
ENSAE
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MSc. Mathematics for Insurance, Economics and Finance, 2009
University of Paris 9 Dauphine
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Diplôme de Grande Ecole and Master’s Degree in Engineering, Ecole Polytechnique Specialized in Applied Mathematics and Economics, 2009
Ecole Polytechnique