School of Mathematics

Shuren Tan

Postgraduate Student
The University of Edinburgh The School of Mathematics Room: 5404 James Clerk Maxwell Building, The King's Buildings, Peter Guthrie Tait Road Edinburgh EH9 3FD Scotland
Tel: Work 0131 651 7673


Research Interests

Project interests:

1. Numerical schemes for the Stochastic Differential Equations (e.g. Multilevel Monte Carlo);

2. Inverse problems for reconstructing basket options; (MSC project with the best MSC thesis prize awarded by Natixis and still some work can be extended either on stable inverse numerical schemes for the two-dimensional case or even higher dimensional case)- This project was under supervised by Dr. Peter Austing and Professor Damiano Brigo

Personal interests: 1. Machine learning 2. Algorithmic trading 3. Alpha strategy

Research Groups

Biographical Statement

A Chinese student loves math and data.

Year of Matriculation



Dr Lukasz Szpruch


MSC in Math and Finance Imperial College (2014)

BSC in Pure and Applied Math Shandong University (2013)