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Dr Jane Shen

Dr Jane Shen

Senior Lecturer in Finance

2541

+44 (0) 1392 722541

F30
Xfi Building, University of Exeter, Rennes Drive, Exeter, EX4 4ST, UK

Dr Jane Shen is a Lecturer in Finance. She teaches courses in Financial Modelling and International Financial Management and supervises student dissertations. Jane’s PhD is in the area of optimal hedging, and she has already published several papers in leading academic journals, including the Journal of Futures Markets and the Journal of Derivatives. Jane has a wide knowledge of applied finance, and extensive expertise in financial databases and financial modelling using Excel, VBA and econometric and statistical software. Before becoming an academic, Jane worked in commercial and investment banking in the areas of credit analysis, international trade finance and project finance.

Administrative responsibilities

  • Xfi Financial Database Administrator

Qualifications

BA (Wuhan University), MA, PhD (University of Exeter)

Research interests

  • Volatility modelling and forecasting
  • Value at risk
  • Optimal hedging
  • Trading transaction cost analysis
  • Currency valuation