Qualification / Professional Membership:

• DPhil candidate (under the supervision of Wallis Prof. T. Lyons, FRS, FIMS), Stochastic Analysis group, Mathematical Institute, University of Oxford . (Pending). Supported by Croucher Foundation, Hong Kong.
• Certificate of Advanced Study in Mathematics, Math Tripos Part III (Distinction with E. M. Bernett Prize), University of Cambridge . (2003). Supported by Croucher Foundation, Hong Kong.
• MPhil (nominated for “Best MPhil thesis award 2001”), Department of Statistics and Actuarial Science, University of Hong Kong . (2001).
• BSc in Actuarial Science (1 st class honors with listing on Dean's honors lists 1997-1998, 1998-1999), Department of Statistics and Actuarial Science, University of Hong Kong (1999).
• Courses 1 to 4 of Society of Actuaries (SOA) passed in the period 1996 - 1999.
• Invited as an associate editor of IAEng International Journal of Applied Mathematics.

Research Interest:

Probability theory, Stochastic analysis: Malliavin Calculus and Rough Path theory, Actuarial and Financial Mathematics.

Publications:

1. (With Hailiang Yang) Does the completeness of a large market depend on traders' views? How GL(Zp) and q-series come to play. To be submitted.
2. Volume integral over a manifold M as a one-form over a vector bundle of M. To be submitted
3. Space-filling rough paths and its consequence in geometric integration theory. To be submitted.
4. (With Terry J. Lyons) Low dimensional topological aspects of signatures of loops: winding and linking numbers. To be submitted.
5. On existence of control. To be submitted.
6. (With Terry J. Lyons) On the Green-Gauss theorem and boundaries of a class of Holder domain (2006), JMPA, Vol. 85, No.1, pp 38-53.
7. (With Hailiang Yang) On valuation of derivative securities: a Lie group analytical approach (2006), Appl. Maths. Vol. 51, No.1, pp. 49-61.