1. MIN GAO
School of Mathematics, University of Manchester, M13 9PL
+44(0)7935798842
min.gao@manchester.ac.uk
Education
2013-Present The University of Manchester (UK)
PhD in Financial Mathematics
• My research mainly focuses on the pricing of a new kind of option, namely the
British option, which involves the valuation of the American binary option, the
solution of free-boundary and optimal problems, and the use of the Black-Scholes
model.
• Submitted a paper entitled “The British binary option” to the Applied
Mathematical Finance journal and another paper “The British asset-or-nothing put
option” to the International Journal of Theoretical and Applied Finance.
• Teaching: worked as a teaching assistant in undergraduate mathematical courses:
Mathematical modeling in Finance, Martingales, and Actuarial Science.
• Attended the Risk & Stochastic Conference, 24 and 25 April 2014, LSE London.
• CFA Candidate: Passed Level 2 of CFA exams in June 2016.
2012-2013 The University of Manchester (UK)
MSc Mathematical Finance (Distinction)
• Principal Courses: Stochastic Calculus, Martingales Application in Finance,
Foundations of Finance Theory, Derivative Securities, Computational Finance,
Financial Econometrics, Stochastic Modeling in Finance, and Brownian motion.
• Dissertation: entitled “The long-term behavior of the early exercise boundary for
the American put options”, involved solving the optimal free boundary problems.
• Mathematics: strong background in stochastic calculus and martingale.
• Computational Finance: familiar implementations Monte-Carlo simulation and
Finite Difference method in C++.
• Econometrics: intimately familiar with least square regression, time-series
analysis, ARCH, GARCH, ARMA, ARIMA models, among others.
2008-2012 Beihang University (China)
BS International Economy (89/100, Excellent)
BS Mathematics (85/100)
• Principal Courses: Advanced Mathematics, International Trade, Microeconomics,
Financial Management, Macroeconomics, International Finance, International
Business Law, Econometrics, Investment, Statistics and Stochastic Process,
Applied Statistics, Ordinary Differential Equations, Functions of Real Variable
and Functional Analysis, Operations Research, Control Theory, and Numerical
Analysis.
• Program: The Empirical Research of China’s Security Market. Mainly focused on
2. the calculation of the betas of securities from different industries and the
visualization of the Security Market Line (SML). Additionally performed an
analysis of the distribution of the return rates in the stock market.
• Students Research Training Program: teamwork with two other students to
research on the factors affecting the investment from the Qualified Foreign
Institutional Investor (QFII).
• Obtained first prize in the competition of applied mathematics for undergraduates
in Beijing, 2011.
Work Experience
July 2011 China National Aero-technology Import & Export Corporation
Internship in Marketing Assistant
• Working as part of a team translating some contracts from Chinese into English
• Writing reports based on marketing, sales trends, and demographic data analysis.
August 2010 Zurich Insurance (Hong Kong)
Training for one week
• Learning financial management.
• Doing presentation about wealth management.
• Obtained award for Best Individual Performance.
Honors & Awards
• PhD tuition fee funded by the University of Manchester (2013)
• Scholarship of Academic Performance (2010)
• Scholarship of Discipline Competition (2010)
• Vice-president of Table Tennis Association (2010)
Additional Skills
• Languages: Mandarin (Native), English (Fluent).
• IT and Software: C++, Eviews, Microsoft office (Word, Excel and PowerPoint),
Mathematica, and LaTeX.
Interests
• Sports: Regularly work out in the gym and enjoy playing badminton and table
tennis.
• Other interests: Chinese calligraphy and playing the zither (a harp-line musical
instrument).
Reference
Reference available on request
