About Dr. Wei (David) Xu
Dr. Xu is currently an associate professor in the Department of Mathematics at Toronto Metropolitan University. Before joining TMU, he worked as an associate professor at Tongji University, Shanghai, China, and as a visiting professor in Math Faculty at University of Waterloo in 2014 and 2015. Through these teaching and researching experiences, he obtained excellent knowledge and understanding in financial theories and models, which results in over 30 publications (external link) in reviewed journals and two co-authored books. In addition, Dr. Xu also has a good understanding of industry best practice and regulatory requirements, which he obtained through being a co-founder and director of research and development division in a start-up company, and collaborating with many financial institutions in China.
Research Interests
- Data-driven models in finance
- Risk management and regulatory capital allocation
- Derivatives pricing and hedging
- Portfolio optimization
Education
| Degree | University |
|---|---|
| PhD, Computer Science | McMaster University |
| MSc, BSc, Computational Mathematics | Fudan University, China |