Admissions Toolkits
Join us at Laurier
Being a Golden Hawk means more than just cheering on our (really good) varsity teams – it means being a student who cares about your community, who works hard in the classroom, and who takes advantage of all the learning opportunities that can happen outside the classroom, too.
STEPS TO APPLY
Undergraduate Admissions ToolkitInternational Admissions ToolkitGraduate Admissions ToolkitSEND ME INFORMATION
SHOW ME THE CAMPUS
EXPLORE OUR PROGRAMS
Biography / Academic Background
I received my PhD in Mathematics from the Claremont Graduate University in January 2000 and my MSc in Mathematics from Zhongshan University in 1988.
Prior to joining Laurier, I was a postdoctoral fellow at the Centre for Advanced Studies in Finance and Department of Statistic and Actuarial Science at the University of Waterloo (2000-2002).
Selected Publications
- Xu, Yongjia, Yongzeng Lai and Haixiang Yao. “Efficient Simulation of Greeks of Multiasset Exotic Options by Malliavin Calculus and Quasi-Monte Carlo Methods.” Applied Mathematics and Computation, 236 (2014) 493–511.
- Lai, yongzeng, Zhongfei Li and Yan Zeng. “Control variate methods and applications to Asian and basket options pricing under jump-diffusion models.” IMA Journal of Management Mathematics, (2013) 1-27, doi:10.1093/imaman/dpt016, Oxford University Press.
- Yao, Haixian, Yongzeng Lai and Zhifeng Hao. “Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and regime-switching.” Automatica, 49(2013), 3258-3269.
- Han, Chuan-xiang and Yongzeng Lai. “Generalized Control Variate Methods for Pricing Asian Options.” Journal of Computational Finance, 14(2), 87-118, Winter 2010/11.
