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Homepage of Xinyun Chen

Assistant Professor

Deparmentt of Applied Mathematics and Statistics
Stony Brook University
Math Tower, B148 #4
Phone: (631)632-5741

   I am currently an Assistant Professor in the AMS Quantitative Finance Group.

   Before I join AMS, I got my Ph.D degree in Operations Research at Columbia University, under the supervision of Professor Jose Blanchet. My research focuses on analytic approximation and numerical computation of stochastic systems, with applications in financial and service engineering. I have been working on data-based modeling of order book dynamics in high frequency trading, stochastic asymptotic analysis of insurance models and Monte Carlo methods for stochastic differential equations.

Department of Applied Mathematics & Statistics • Stony Brook, NY 11794-3600 • 631-632-8370 • Fax 631-632-8490