Academic Team

Le Nhat Tan



Fields of Interest:  

  • Financial mathematics: option pricing, stock loans, stock predictions, portfolio optimization 
  • Data science: customer segmentation, credit scoring, machine learning in finance 

Education: Ph.D. in Applied mathematics, 2016, Wollongong University, Australia 

Bio: Dr. Le Nhat Tan completed his Ph.D. in Applied Mathematics from the University of Wollongong, Australia in 2016. Before then, he studied Master and Bachelor programs in Pure Mathematics at Quy Nhon University from 2003 to 2010. He spent his primary and high school years in La Hai, Phu Yen.  

Dr. Tan’s research interests are in financial derivative pricing, data science, probability, and statistics. His main research aims to evaluate different financial derivatives products through using tools in mathematics such as stochastic processes, partial differential equations. He is also very interested in applying various machine learning models in classifying business customers or predicting business quantities/ratios. 

Dr. Le had 3 years working as a head of data analytic departments in OCB bank and Shinhan Finance company. He also had 9 years of academic experience as a mathematics lecturer in International university – Vietnam national university, HCM city and Mien Trung University of Civil Engineering, Phu Yen province. Dr. Le joins Fulbright as a Faculty member in Mathematics in August 2022.  His goal is to make mathematics become more friendly and useful to business users, students, and researchers. 

Select Publications:

  1. Xiaoping Lu, Nhat-Tan Le, Song-Ping Zhu , Wenting Chen, Pricing American-style Parisian up-and-out call options, European Journal of Applied Mathematics, Volume 29, Feb 2018 , Pages 1-29.
  2. Nhat-Tan Le, Duy-Minh Dang, Tran-Vu Khanh, A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates, Journal of Computational and Applied Mathematics, Volume 317, June 2017, Pages 652-671, ISSN 0377-0427.
  3. Nhat-Tan Le, Song-Ping Zhu, Xiaoping Lu, An integral equation approach for the valuation of American-style down-and-out calls with rebates, Computers & Mathematics with Applications, Volume 71, Issue 2, January 2016, Pages 544-564, ISSN 0898-1221.
  4. Song-Ping Zhu, Nhat-Tan Le, Wenting Chen, Xiaoping Lu, Pricing Parisian down-and-in options, Applied Mathematics Letters, Volume 43, May 2015, Pages 19-24, ISSN 0893-9659.
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