Dr. Fang Fang is a part-time assistant professor of Applied Mathematics Delft University of Technology.
She obtained a PhD in Computational Finance from TU Delft in 2010 based on the innovation of “the COS method”. Since 2009 she has been working as a "Quant" in the banking industry and has accumulated rich experience in developing and validating various risk models and derivative pricing models. In 2021 she came back to the university on part-time basis, teaching both undergraduate and graduate courses and supervising Msc theses.
Assistant professor at the Department of Applied Mathematics, Delft University of Technology
PhD, Computational Finance, Delft University of Technology
MSc, Computational Engineering, University Erlangen-Nuernberg, Germany
MSc, Mechanical Engineering, Shanghai Jiao Tong University, China