Dr. LEUNG Kwai Sun

Biography：

LEUNG, Kwai Sun received his B.Sc. in Mathematics from Hong Kong Baptist University, and his M.Phil. and Ph. D. from The Hong Kong University of Science and Technology. He has extensive teaching and research experience on the area of financial and actuarial mathematics. He has been the teaching or faculty member at The Hong Kong University of Science and Technology, The Chinese University of Hong Kong and Beijing Normal University – Hong Kong Baptist University United International College. He has published a number of research articles in financial mathematics in, but not limited to, Quantitative Finance, Journal of Futures Market, and Insurance: Mathematics and Economics. His main research interests are derivative pricing theory, financial engineering and credit risk modeling.

Academic Publication:

Kwai Sun Leung:
An analytic pricing formula for lookback options under stochastic volatility. Appl. Math. Lett.26(1): 145-149 (2013)

Kwai Sun Leung, Hoi Ying Wong, Hon-Yip Ng:
Currency option pricing with Wishart process. J. Computational Applied Mathematics 238: 156-170 (2013)