Yan is a 2nd year PhD student in the Time Series and Statistical Learning group at the Department of Statistics and her Doctoral studies started in 2015 and expect to be completed by 2019.
Her areas of research include are applied probability, computational finance, stochastic simulation and sheis currently working on the non-Gaussian based stochastic processes to model contagion risks and stochastic volatilities and develop applicable exact simulation schemes for the computational problems arising in applications of these stochastic models. In addition, Yan is also interested in efficient and accurate random variate generation, especially the Levy family.
Yan is a part time GTA in the Department of Statistics and Department of Mathematics and is involved with various courses at undergraduate level. This year, she is teaching ST102 Elementary Statistical Theory, MA212 Further Mathematical Methods and ST303 Stochastic Simulation.
Previously, Yan obtained an MSc in Financial Mathematics from LSE and a BSc in Mathematics from the Imperial College. Prior to her PhD study, Yan worked for one year in China as a credit risk analyst to analyse and grade bonds on clients default risks.