Jialin (Jolene) Zhao is Assistant Professor of Quantitative Management at the Greehey School of Business at St. Mary's University. She graduated with a master's degree in Financial Mathematics from University of Dayton and a Ph.D. in Management Science from Illinois Institute of Technology. Zhao is interested in teaching quantitative analytics, investment, risk management and financial programming. Before joining St. Mary's University, she taught courses such as Computing Tools for Business Analysis and Financial Modeling Lab at Illinois Institute of Technology. Zhao also served as a research fellow at Pacific Northwest Energy Consultants between 2015-2017.
Zhao's research interest lies primarily in the field of financial derivatives and risk management, especially in the context of energy markets. Issues ranging from the pricing of exotic options to the simulation of risk factors have constituted her previous publications. Going forward, Zhao is interested in exploring quantitative analytics, empirical asset pricing and energy economics.
In her spare time, Zhao enjoys traveling with her husband around the world.
“An analytic hedging model of energy quanto contracts,” with Sang Baum Kang, Theoretical Economic Letters, 2017
“Co-simulation of risk factors in power markets,” with Sang Baum Kang, Energy Risk, 2015
“A lattice method for option pricing with two underlying assets in the regime-switching model,” with Ruihua Liu, Journal of Computational and Applied Mathematics, 2013
“The strengths, weakness, opportunities and threats of international consulting firms in Chinese construction market,” Construction Economy (Chinese), 2009
PRMIA Higher Standard Risk Management Scholarship, Bank of England, 2013