Biography
Xize is a current PhD candidate in Statistics at Western University, supervised by Prof. Marcos Escobar and Prof. Lars Stentoft. His research work focuses on a novel class of Generalized Autoregressive Conditionally Stochastic Heteroskedasticity (GARCSH) models and its applications in pricing asset and volatility derivatives.
Interests
- Mathematical Finance
- Computational Finance
- Probability Theory
- GARCH option pricing
Education
PhD candidate in Statistics, 2025 (expected)
Western University
MSc in Statistics, 2022
Western University
BMath in Mathematical Finance, 2019
University of Waterloo
Research Experience
PhD Researcher
Research focuses on novel GARCH models and their pricing on asset and volatility derivatives.
- Analysing
- Modelling
- Deploying
Graduate Teaching Assistant
Duties include:
- Marking assignments and exams
- Consulting via office hours
- Organizing and delivering tutorials and problem solving lectures