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Gechun Liang

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This is information that was supplied by Gechun Liang in registering through RePEc. If you are Gechun Liang , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Gechun
Middle Name:
Last Name: Liang
Suffix:

RePEc Short-ID: pli708

Email:
Homepage: https://sites.google.com/site/lianggechun1982/home
Postal Address:
Phone:

Affiliation

Oxford-Man Institute of Quantitative Finance
Oxford University
Location: Oxford, United Kingdom
Homepage: http://www.oxford-man.ox.ac.uk/
Email:
Phone: +44 (0)1865 616600
Fax: +44 (0)1865 616601
Postal: Blue Boar Court, 9 Alfred Street, Oxford, OX1 4EH
Handle: RePEc:edi:omioxuk (more details at EDIRC)

Works

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Working papers

  1. Vicky Henderson & Gechun Liang, 2014. "Pseudo Linear Pricing Rule for Utility Indifference Valuation," Science & Finance (CFM) working paper archive 1403.7830, Science & Finance, Capital Fund Management.
  2. Gechun Liang & Eva L\"utkebohmert & Wei Wei, 2012. "Funding Liquidity, Debt Tenor Structure, and Creditor's Belief: An Exogenous Dynamic Debt Run Model," Science & Finance (CFM) working paper archive 1209.3513, Science & Finance, Capital Fund Management, revised Sep 2013.
  3. Vicky Henderson & Gechun Liang, 2011. "A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk," Science & Finance (CFM) working paper archive 1111.3856, Science & Finance, Capital Fund Management, revised May 2014.
  4. G. Liang & T. Lyons & Z. Qian, 2010. "A Functional Approach to FBSDEs and Its Application in Optimal Portfolios," Science & Finance (CFM) working paper archive 1011.4499, Science & Finance, Capital Fund Management.

Articles

  1. Jianwei Lin & Gechun Liang & Sen Wu & Harry Zheng, 2011. "The Valuation Of The Basket Cds In A Primary-Subsidiary Model," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 28(02), pages 213-238.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2012-09-30. Author is listed
  2. NEP-RMG: Risk Management (1) 2012-09-30. Author is listed
  3. NEP-UPT: Utility Models & Prospect Theory (2) 2011-11-21 2014-04-05. Author is listed

Statistics

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