Nottingham University Business School
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Haozhe Su

BSc, MSc


Room: B22 (South Building)
Tel: +44 (0) 115 8467750
Email: lixhs15@nottingham.ac.uk

Current Status: Writing up
Year of Registration: 2014
Expected Completion Date: /09/2017

Primary Funding Source:
University of Nottingham Tuition Fee Scholarship

Research Topic:
Applying the quadrature to pricing exotic option

Research Details:
My research is focusing on the newly developed QUAD (quadrature) method in option pricing. I develop some techniques to improve the efficiency of the QUAD method. And then I use the QUAD method to price some exotic options in the FX and interest rate derivative markets, whose underlying assets follow the SABR volatility model.

Research Supervisor/s: David Newton

Division: Industrial Economics and Finance


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Nottingham University Business School

Jubilee Campus
Nottingham
NG8 1BB

telephone: +44 (0) 115 846 6602
fax: +44 (0) 115 846 6667
email: business-enquiries@nottingham.ac.uk