Yue Kuen Kwok（郭宇权）

Yue Kuen Kwok（郭宇权）简历

Yue Kuen Kwok (郭宇权) is a Professor in the Department of Mathematics, the Hong Kong University of Science and Technology (HKUST). He is currently the Program Director of MSc degree in Financial Mathematics as well as MSc degree in Mathematics and Economics at HKUST. Professor Kwok’s research interests concentrate on pricing and risk management of equity and fixed income derivatives. He has published more than 100 research articles in major research journals in financial mathematics and mathematical sciences, like Mathematical Finance, SIAM Journals, Quantitative Finance, Journal of Economic and Dynamics Control. In addition, he is the author of the book titled “Mathematical Models of Financial Derivatives”, second edition, (2008) published by Springer. He has provided consulting services to a number of financial institutions on various aspects of derivative trading and credit risk management. He has served in the editorial board of Journal of Economic and Dynamics Control and Asian-Pacific Financial Markets. Yue Kuen Kwok received his PhD degree in Applied Mathematics from Brown University in 1985.