Professor
Coleman Fung Chair in Financial Modeling Endowment Fund
Ph.D. Rutgers University, 1999 Mathematics

4189 Etcheverry Hall
(510) 642-3615
E-mail: xinguo(at)ieor.berkeley.edu                 

Biography

  •  Stochastic control
  • Semi-martingale and filteration expansions
  • Credit Risk
  • (Ir)reversible Investment

Publications