Gu Wang
Department of Mathematical Sciences
Worcester Polytechnic Institute
100 Institute Road
Worcester, MA 01609
Office: Stratton Hall 305D
Phone: (508) 8316137(Office)
Email: gwang2 at wpi dot edu




My research interest focuses on stochastic analysis and mathematical finance. Here is my CV.
Upcoming Trips
 University of Colorado Boulder, October 26, 2017
 JMM 2018, San Diego, Jan 1112, 2018
 SIAM Annual Meeting 2018, Portland, July 913, 2018


Employment


Education


Research
Publications
 Quantile Hedging in a SemiStatic Market with Model Uncertainty (with Erhan Bayraktar), Mathematical Methods of Operations Research, forthcoming. [Article] [SSRN]
 Hedge and Mutual Funds' Fees and the Separation of Private Investments (with Paolo Guasoni), Finance and Stochastics, 19 (2015) No. 3, 473507. [Article][SSRN].
Preprints
 Highwater Mark Fees with Stochastic Benchmark. [SSRN]
 Consumption with Unhedgeable Interest Rate Risk. [SSRN]
 Comsumption in Incomplete Markets (with Paolo Guasoni). [SSRN]
Ph.D. Thesis


Teaching
 MA571 Financial Mathematics I, Fall 2015, Fall 2016, Fall 2017
 MA2631 Probability, A Term 2017
 MA2621 Probability for Applications, E1 Term 2017
 MA1022 Calculus II, A Term 2016
