GAO Fei 

She recieved BSc from the Chinese University of Hong Kong in Risk Management Science, minor in Mathematics. 

 

She went exchange to Univeristy of Pennslyvania, did summer school in King's College London and Utrecht University in Netherlands. 

 

She is also Master of Philosophy in Risk Management Science from the Chinese University of Hong Kong.

• Thesis: Esscher Transformation of Option Pricing on a Mean-reverting Asset with GARCH. Preliminary result was presented in Quantitative Methods in Finance Conference 2010 at Sydney, Australia.

 

Currently GAO Fei is a first-year PhD student at Singapore Management University.