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QI
SHANG
PhD
Candidate in Finance
London
School of Economics and Political Sciences
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Home
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CV
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Research
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Teaching
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Contact Information: Email Address Office
Address
Old
Building 2.12
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EDUCATION |
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2006- 2005- 2006 2001- 2005 1997- 2001 |
London School of Economics, Department of Finance, London,
U.K. PhD candidate in
Finance, with PhD in Finance Scholarship Two years of course
studies in 2006-2008. Lead Supervisor:
Professor Dimitri Vayanos Job Market Paper
Title: Limited Arbitrage Analysis of CDS Basis Trading University of Manchester, Manchester Business School,
Manchester, U.K. Msc Finance and Economics,
course grades ranked 1st in class Thesis Title: Pricing
and Hedging Mortality and Longevity Risk Tsinghua University, School of Economics and Management,
Beijing, China Bachelor Degree in
Economics, majored in Finance, GPA 88/100 Thesis Title: A Closed
Form Solution for the Price of Credit Spread Option Beijing No.8 High School, Gifted Children Class Finished the regular
7-year education within 4 years. |
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RESEARCH AREA |
Asset Pricing under Market
Frictions, Limited Arbitrage, Market Dysfunctionality, CDS and Corporate
Bond, Delegated Portfolio Management, Mutual Fund Strategies. |
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PRESENTATION |
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November 2011 June 2010 March 2009 October 2008 |
Demand-based Analysis of
CDS Basis Trading PhD seminar, FMG/LSE Demand-based CDS and Corporate Bond Pricing PhD seminar, FMG/LSE PhD Upgrade Seminar, Department of Finance,
LSE General Equilibrium Analysis of Portfolio
Benchmarking, PhD seminar, FMG/LSE |
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APPLIED EXPERIENCE |
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Summer 2011 Summer 2004 |
Fidelity International, London Headquarter, U.K. Applied Research Group Research Intern Conducted empirical
research projects in the area of quantitative portfolio management and risk
management. Bank of China, Head Office, Beijing, China Asset and Liability Management Department Summer Analyst |
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SKILLS PERSONAL INTERESTS |
English: Fluent Mandarin Chinese:
Native Speaker Skilled user of Excel,
MATLAB, R and Latex All kinds of sports,
specialize in Football and Baseball |
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