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. He also works in less tradtional areas, such as 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 from the University of Chicago, Department of Statistics.