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Lan Zhang

Lan Zhang, Professor of Finance
  • Professor of Finance

Office: 2431 UH
Phone: (312) 413-8372

Education

  • University of Chicago: Ph.D. in Statistics, June 2001; Dissertation: From Martingales to ANOVA: Implied and Realized Volatility
  • Princeton University: Exchange Scholar Program, Bendheim Center for Finance (Department of Economics, Department of Operations Research & Financial Engineering), September 2000 - May 2001
  • University of Chicago: M.A. in Psychology, June 1995 Master's Thesis:Requests and Subsequent Compliance in Infant-parent Interaction
  • Peking University: P.R. China, B.S. Psychology, July 1992

Classes Taught

  • Interface between Statistics and Finance
  • Financial Econometrics
  • Statistical Arbitrage and Trading
  • Volatility Estimation and Market Microstructure
  • Inference for Diffusion Process

Awards & Affiliations

Academic Associations
  • American Finance Association
  • Bachelier Finance Society
  • Econometric Society
  • Society for Financial Econometrics
  • American Statistical Association
  • Institute of Mathematical Statistics