👋🏼 Hello there, I’m Xiaodong!
I am a PhD candidate in Banking and Finance at UCD Michael Smurfit Graduate Business School, University College Dublin. My research sits at the intersection of option markets, financial risk, and quantitative finance.
I study how information embedded in option prices can be used to better understand market expectations, downside risk, and future financial conditions. Beyond my PhD research, I am interested in building practical quantitative tools for pricing, forecasting, and data-driven decision-making.
Selected Background
- CQF, FRM, & CMA holder
- Former financial settlement specialist & risk analyst at Huawei Technologies
- Teaching & tutoring experience in financial economics, numerical methods, & derivative securities at UCD
Research Interests
Option-Implied Distributions Tail Risk Density Forecasting ETF Options Risk-Neutral Densities Physical Densities VaR / ES GEV / GPD Tails Equity Premium Variance Risk Premium Derivatives Pricing Asset Pricing Financial Econometrics Machine Learning
Beyond academia: Boxing Spinning Working out Travelling Cooking & baking Video making Table Tennis Pool