Ruming Wang

Department of Statistics, The University of Chicago

Ruming Wang has a broad interest in mathematical finance.  He works in traditional areas including derivative pricing and hedging, especially using model-independent approaches in products like leveraged ETF and VIX.  Additionally, he has been working in new areas, including limit order book modeling.  His limit order book paper attempts to solve an optimization problem explicitly while maintaining a realistic setup.  Ruming received his Ph.D. in June 2015, and plans to join the private sector.