Yueliang (Jacques) Lu

Ph.D. Student in Finance and Economics








I am a 4th-year Ph.D. student at UNCC Belk College Business. If you want to reach me, please email me at ylu28@uncc.edu

Academic Writing in Finance

I took the GRAD 6210/8210 Graduate-Level Writing for International Students led by Dr. Lisa Russell-Pinson in Fall 2021. In our first assingment, we are asked to interview a scholar, as well as to conduct research on our own, to learn about academic writing in my discipline, finance. Gratefully, I talked to Dr. Gene Lai, Professor in Risk Management and Insurance, and read the well-known Writing Tips for Ph. D. Students by John H. Cochrane.

As an international student/scholar, writing is perhaps one of the obstales that continue to challenge my academic confidence. As hilighted in the GRAD 6210/8210 course website, "Writing is a skill that can be learned and continuously improved through research-based instruction, ongoing practice, and constructive feedback."

You can find the presentation slides here, and feel free to share it with others who are faced with similar struggles in writing.

Volatility and Derivatives Trading

I give a lecture on volatility trading to graduate students in Quantitative Risk Management of the Belk College of Business at University of North Carolina at Charlotte. I discussed implied volatility, VIX futures, VIX options, and volatility derivatives pricing.

You can find the slides here and the source code on Github.

Fig1. CBOE VIX Futures Surface
Fig2. CBOE VIX Options Volume