Rate My Professor Jin Zhang

Professor Zhang specializes in derivatives and quantitative finance, an interdisciplinary domain combining finance and applied mathematics—encompassing partial differential equations, stochastic calculus, and applied probability—with practical applications in the financial industry. He has authored numerous publications in top-tier journals, including "VIX futures" in the Journal of Futures Markets (2006, 275 citations), "Testing range estimators of historical volatility" in the Journal of Futures Markets (2006, 177 citations), "The implied volatility smirk" in Quantitative Finance (2008, 141 citations), "GARCH Option Pricing Models, the CBOE VIX and Variance Risk Premium" in the Journal of Financial Econometrics (2013, 138 citations), "Option-pricing formulas with skewness and kurtosis" in Review of Derivatives Research (2026), and "VIX term structure and future realized volatility" in Applied Economics (2025). His scholarship has amassed over 4,200 citations on Google Scholar, underscoring his influence in empirical asset pricing and volatility modeling. Zhang holds editorial positions as Associate Editor for Applied Economics and Applied Economics Letters since 2020. He has been honored with the Otago Business School Research Excellence Award in 2022 and named Divisional Finalist for the OUSA Supervisor of the Year Awards in 2022. He convenes FINC306 Derivatives and FINC405 Mathematical Finance and has supervised multiple PhD students on derivatives markets and volatility topics.