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. 

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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


Electrical Engineering, Mathematics & Computer Science

Courses and programs by this instructor