Assistant Lecturer

Email: qianru.shang@tudublin.ie

Dr Qianru (Jennifer) Shang is an Assistant Lecturer in Business Analytics at TU Dublin Faculty of Business, School of Business Technology, Retail & Supply Chain. Her research interests are Quantitative Finance, Financial Engineering and Fintech, with an emphasis on the numerical methods for derivatives pricing. Her research has been published in the Journal of Futures Markets and the Journal of Derivatives. She has presented papers at the leading national and international conferences including the Bachelier World Congress, the INFINITI Conference on International Finance, and the Irish Academy of Finance Conference. Qianru has taught several Business Analytics and Finance modules at both under- and post- graduate levels, including Financial Data Analytics, Financial Assets Valuation, Time Series Analysis, Quantitative Analysis and Marketing Analytics. She previously worked as a quantitative analyst at Citi Ireland. 

Current Research Focus

Qianru’s current research focuses on the lattice methods and machine learning techniques for option pricing.

Academic Journal Publications

• Shang, Q., & Byrne, B. (2021). American option pricing: optimal lattice models and multidimensional efficiency tests. Journal of Futures Markets, 41(4), 514-535.
• Shang, Q., & Byrne, B. (2019). American option pricing: an accelerated lattice model with intelligent lattice search. The Journal of Derivatives, 27(1), 92-108.

Working Papers

• Shang, Q., & Byrne, B. (2022). The optimal exercise boundary in trinomial option pricing models. Manuscript submitted for publication.
• Shang, Q., Byrne, B., & Zhang, Y. (2018). Accounting for employee stock options: accelerating convergence. Manuscript in preparation.

Academic Conferences

• “American Option Pricing: An Accelerated Lattice Model with Intelligent Lattice Search.” The 3rd Annual Conference of the Irish Academy of Finance, 2022
• “American Option Pricing: An Accelerated Trinomial Model and Optimal Exercise Boundary Theory.” The Disrupting Thinking Research Event, 2021
• “An Efficient Search Routine for Uncovering the Early Exercise Boundary in American Option Lattice Structures.” The INFINITI Conference on International Finance, 2019
• “Accounting for Employee Stock Options: Accelerating Convergence.” The 10th World Congress of the Bachelier Finance Society, 2018
• “Accounting for Employee Stock Options: A Small Refinement to the Lattice Approach.” The INFINITI Conference on International Finance, 2017