Dr WONG Man Hong, Keith 黃民航 博士
BSc, PDGE, MPhil, PhD (The Chinese University of Hong Kong)
Office: Room 808, William M.W. Mong Engineering Building
Tel : (852) 3943 8334
Email : email@example.com
Keith Wong has years of working experience in multinational financial institutions. For more than four years in HSBC, Keith’s working responsibilities included quantitative analysis and independent price verification on interest rate derivatives in product control function and reviewing models in global markets model review function. Prior to that Keith also worked in different areas in the finance industry, including treasury asset and liability management in Hong Kong Exchange and Clearing Limited and actuarial analysis in AIG.
Keith graduated in CUHK, where he obtained his BSc (Math), PDGE (Math), MPhil (SEEM) and PhD (SEEM).
Publications and Working Papers
M.H. Wong, S. Zhang. On distributional robust probability functions and their computations. European Journal of Operational Research (2014) 233(1):23-33.
M.H. Wong, S. Zhang. Computing best bounds for nonlinear risk measures with partial information. Insurance, Mathematics and Economics (2013) 52(2): 204-212.
M.H. Wong. Investment models based on clustered scenario trees. European Journal of Operational Research (2012). DOI:10.1016/j.ejor.2012.11.051
M.H. Wong. Conditional Value-at-Risk under Ellipsoidal Uncertainties. Computation Finance and its Applications III, WIT Press (2008)