Full CV

Ph.D (Mathematics), The University of Auckland, 2005

Academic Positions Held

Current Appointment:

Practice Assistant Professor, Singapore Management University, 2006

Previous Appointments:

Adjunct faculty, Singapore Management University , 2004- 2005

Honours & Awards

Doctoral Scholarship, University of Auckland, 1999-2003

Ontario Graduate Scholarship, 1997

Special University Scholarship, University of Western Ontario, 1996-1998

Courses Taught in SMU

Linear Algebra and regression

Global Finance Risk Management

Statistics

Research Areas

Numerical methods

Mathematical Finance

Financial Econometrics

Selected Book, Journal & Other Publications

Shirley J. Huang and J. Yu "On stiffness in Affine Asset Pricing Models", Journal of Computational Finance, 2007, 10, 99-123.

Shirley J. Huang, Q Liu and J. Yu "Realized Daily Variance of S&P500 Cash Index: A Revaluation of Stylized Facts", Annals of Economics and Finance, 2007, 8, 33-56.

General Linear Methods for Stiff Problems