Niushan Gao, Toronto Metropolitan University

Research

capacitary function spaces dependence uncertainty model uncertainty robust pricing and hedging robust risk measures

Latest funding

Some Topics in Robust Mathematical Finance
NSERC · 2018 · Principal investigator
$12,500
Some Topics in Robust Mathematical Finance
NSERC · 2018 · Principal investigator
$161,000

All 2 grants and awards

Some Topics in Robust Mathematical Finance

Principal investigatorNSERC2018Discovery Launch Supplement

Principal investigators: Gao, Niushan

$12,500

Some Topics in Robust Mathematical Finance

Principal investigatorNSERC2018Discovery Grants Program - Individual

Principal investigators: Gao, Niushan

Keywords: robust risk measures; robust pricing and hedging; model uncertainty; dependence uncertainty; capacitary function spaces

$161,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

Write to this professor

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Applying for

Subject: Prospective PhD student: capacitary function spaces Dear Professor Gao, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on capacitary function spaces connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]