BS (Peking University)
MS, PhD (Northwestern University)
* Financial Engineering
* Mathematical Finance
* Computational Finance
Professor Lingfei Li received his B.S. in Applied Mathematics from Peking University, China in 2007, and his M.S. and Ph.D. in Industrial Engineering and Management Sciences from Northwestern University, USA in 2008 and 2012. He joined the Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong in June 2012. His research interests include financial engineering, mathematical finance and computational finance. He worked as a quant in the commodity strategies group at Morgan Stanley in the summer of 2009.学术著作：
L. Li and G. Zhang, “Option pricing in some non-Levy jump models”, SIAM Journal on Scientific Computing 38(4), B539-B569, 2016.