Å·ÃÀ¾ÞÈé

Skip to content
Profile icon

Haozhe Su

Senior Lecturer

Å·ÃÀ¾ÞÈé Business School

Staff Group(s)
Department of Accounting and Finance

Role

Haozhe Su is a Lecturer in Accounting and Finance at Å·ÃÀ¾ÞÈé Business School. He teaches to both undergraduate and postgraduate students and researches financial technology, numerical methods, quantitative finance, and financial machine learning/deep learning areas.

Haozhe currently contributes to a variety of modules within the School, including undergraduate Research Project (Acc & Fin); postgraduate Introduction to Programming & Data Analytics for Finance and FinTech; Financial Modelling; Risk Management; Research Methods for Finance & Accounting.

Haozhe is an incoming visiting research fellow at the University of Bath. Haozhe had also taken MSc dissertation supervisor role for the University of Å·ÃÀ¾ÞÈé.

Career overview

Haozhe has a strong academic background in mathematics and financial engineering. He was awarded a PhD degree in Quantitative Finance by the University of Å·ÃÀ¾ÞÈé in 2018. He also had placement experience working for an investment bank in London. His first two degrees are maths related – an MSc degree in Numerical Techniques for Finance awarded by the University of Å·ÃÀ¾ÞÈé and a BSc degree in Statistics awarded by Sun Yat-sen University in China.

Research areas

Haozhe’s main research interest is in financial technology, numerical methods, quantitative finance, and financial machine learning/deep learning areas. Haozhe is collaborating with researchers from academia as well as the finance industry.

Publications

  • Su, H., Tretyakov, M.V. & Newton, D.P. (2021). ‘Option Valuation through Deep Learning of Transition Probability Density’. Working paper. arXiv
  • Su, H. & Newton, D. P. (2020). ‘Widening the Range of Underlyings for Derivatives Pricing with QUAD by Using Finite Difference to Calculate Transition Densities -- Demonstrated for the No-Arbitrage SABR Model’. The Journal of Derivatives, The Journal of Derivatives Winter 2020, 28 (2) pp. 22-46; DOI:
  • Su, H., Chen, D. & Newton, D. P. (2017), ‘Option Pricing via QUAD: From Plain Vanilla to Heston with Jumps’, The Journal of Derivatives, 24(3), pp. 9-27. DOI:

Course(s) I teach on