Zhibo Jia

Ph.D Candidate
Job Market Candidate

I am a job market candidate this year.

About me

Ph.D. candidate in Economics with a focus in Financial Econometrics. I am seeking a position that will benefit from my research experience in option pricing, volatility forecasting, trading strategy, Monte Carlo simulation, quantitative methods, and portfolio management. Having worked for years as a senior software engineer, I also have strong abilities in programming, data analysis, and database application.

Research Interests

Financial Econometrics, Applied Econometrics, Empirical Finance, Time Series

Research Papers

"Empirical Performance of Efficient Monte Carlo Simulations for Option Pricing in Incomplete Markets" (Presented in Canadian Economic Association Conference 2010, Laval University )

"A Numerical Analysis of the Properties of Optimal Portfolio under Inequality Constraints" (Presented in Canadian Economic Association Conference 2011, University of Ottawa )

"The Effects of the Use of Realized Volatility Based on High Frequency Data for Volatility Trading Strategies"

Teaching

Econometrics II, Department of Economics, UWO, 2011-2012

Contact Information

Email: zjia2@uwo.ca
Cell: (226) 927-1365
Mail: Department of Economics
         Social Science Centre
         University of Western Ontario
         1151 Richmond St. North
         London, Ontario N6A 5C2 Canada

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