UMKC Department of Mathematics and Statistics

Xiangdong Liu

Visiting Research Scholar
[Fall 2009 - Spring 2010]

Ph.D. 2002, Probability & Statistics, Zhongshan University, China
M.S. 1999, Probability & Statistics, Hunan Normal University, China
B.S. 1996, Mathematics Education, Hunan Normal University, China

Manheim 307 F
(816) 235-5853
tliuxd@jnu.edu.cn

Current office hours

Research Interests:

Stochastic Processes, Stochastic Calculus and Filtering, Random Processes in Random environments, Mathematical Finance, Econometrics

Dr. Liu is visiting our department as a research scholar on probability and stochastic analysis for one year. He is an Associate Professor of Statistics in the Statistics Department of Jinan University in China. His previous research was in the limit theory of random walks in random environments, but now his interests lie in Financial Econometrics and Mathematical Finance models including the term structure of interest rates, stock prices (high-frequency data), and pricing options.

At Jinan University he won Excellent Young Teacher of 2008-2009 and was awarded financial support to visit UMKC.

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