I am currently working on two projects. The first is forecasting mortality and analyzing mortality dynamics. The second studies bond pricing and risk management under credit rating migration.
Asymptotic behaviors of a free boundary raised from corporate bond evaluation with credit rating migration risks. Wanying Fu, Xinfu Chen, Jin Liang. Interfaces and Free Boundaries, Vol. 22.
A New Mortality Framework to Identify Trends and Structural Changes in Mortality Improvement and Its Application in Forecasting. Wanying Fu, Barry Smith, Patrick Brewer and Sean Droms. Risks 2022, 10(8).
- ASC 385 Mathematics of Finance
- ASC 281 Probability for Risk Management
- MAS 372 Statistical Modeling
- MAS 266 Differential Equations
- MAS 161 Calculus 1
- MAS 170 Elementary Statistics
- MAS 114 Introduction to Mathematical Thinking II
- FIN 283 Financial Instruments