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BSc in Applied Mathematics, Tianjin University
MSc in Mathematics, Chinese Academy of Sciences
PhD in Mathematics, The University of Auckland
Prof Cao has taught undergraduate and postgraduate courses in mathematics and applied mathematics at all levels.
Currently, he is involving with teaching the undergraduate course MATH604 Mathematics of Finance, and three postgraduate courses: MATH802 Financial Mathematics, MATH804 Financial Models and Decision Analysis, and STAT804 Optimization and Operations Research.
Prof Cao's research interests are within several inter-related areas: Mathematical analysis, Mathematical game theory, Mathematical modelling in economics and finance, General and Set-theoretic topology. Until now, he has authored and co-authored over 80 research outputs in these areas.
Current Postgraduate Students
Shu Su (PhD), Working title of thesis: Mathematical modelling on pricing the second generation volatility derivatives, Auckland University of Technology.
Reza Mossavi Mohseni (PhD), Working title of thesis: Mathematical analysis of the chaotic behaviour in monetary policy: A game-theoretic approach, Auckland University of Technology.
Gaurav Kapoor (MSc), Working title of thesis: Performance and investment potential of VIX derivatives, Auckland University of Technology.
Biyuan Wang (BSc Honours), Working title of dissertation: A robust study and numerical solution of the Black-Scholes option pricing model, Auckland University of Technology.
Past Postgraduate Students
Su Yuan Chan (MSc), Title of thesis: Assessing core stable coalitions based on social network structures, Auckland University of Technology, 2017
The Raihana Nazirah Roslan (PhD), Title of thesis: Pricing variance swaps under stochastic volatility and stochastic interest rate, Auckland University of Technology, 2016.
Gaurav Kapoor (BSc Honours), Title of dissertation: Comparison of risk measures in finance, Auckland University of Technology, 2016.
Tianying Wu (MSc), Title of thesis: Supermodular games with differential information for finitely many players, Auckland University of Technology, 2015.
Bing (Frank) Huang (PhD), Title of thesis: Real option games with stochastic volatility, Auckland University of Technology, 2015.
Anuj Bhowmik (PhD), Title of thesis: Blocking efficiency and competitive equilibria in economies with asymmetric information, Auckland University of Technology, 2013.
Felipe Eduardo Lillo Viedma (PhD), Title of thesis: Coloured-edge graph approach for modelling of multimodal networks, Auckland University of Technology, 2011.
Leon Luo (BMathSc Honours), Title of dissertation: On the Attouch-Wets topology and convex optimization, Auckland University of Technology, 2011.
Rocko Chen (BMathSc Honours), Title of dissertation: Incomplete financial market: Theory and practice, Auckland University of Technology, 2010.
Bing (Frank) Huang (BMathSc Honours), Title of dissertation: Game theory and applications to duopoly and oligopoly models, Auckland University of Technology, 2010.
Junhui Kim (PhD), Title of thesis: On star covering properties, Ehime University, 2002.
Selected Recent Publications
1. G. Beer and J. Cao, Oscillation revisited, Set-Valued and Variational Analysis 25 (2017), 603-616.
2. J. Cao, Three open problems on the Wijsman topology, Questions and Answers in General Topology 35 (2017), 49-58.
3. K. Li and J. Cao, Pairwise k-semi-stratifiability and topological ordered spaces, Topology and its Applications 222 (2017), 139-151.
4. A. Bhowmik and J. Cao, Rational expectations equilibria: existence and representation, Economic Theory Bulletin 4 (2016), 367-386.
5. J. Cao, G. Lian and T.R. Nazirah Roslan, Pricing variance swaps under stochastic volatility and stochastic interests, Applied Mathematics and Computation 277 (2016), 72-81.
6. F. Lin, C. Liu and J. Cao, Two weak forms of countability axioms in free topological groups, Topology and its Applications 207 (2016), 96-108
7. J. Cao and A.H. Tomita, Bornologies, topological games and function spaces, Topology and its Applications 184 (2015), 16-28.
8. A. Bhowmik, J. Cao and N.C. Yannelis, Aggregate preferred correspondence and the existence of a maximin REE, Journal of Mathematical Analysis and Applications 414 (2014), 155-156.
9. B. Huang, J. Cao and H. Chung, Strategic real options with stochastic volatility in a duopoly, Chaos, Solitons & Fractals, 58 (2014), 40-51.
10. J. Cao and H.J.K. Junnila, Hereditarily normal Wijsman hyperspaces are metrizable, Topology and its Applications 169 (2014), 148-155.
11. A. Bhowmik and J. Cao, On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces, Economic Theory 53 (2013), 537-560.
12. A. Bhowmik and J. Cao, Robust efficiency in mixed economies with asymmetric information, Journal of Mathematical Economics 49 (2013), 49-57.
13. H. Zhao, X. Rong and J. Cao, Optimal investment with multiple risky assets for an insurer in an incomplete market, Discrete Dynamics in Nature and Society 2013, Article ID 751846, 12 pages.
14. A. Bhowmik and J. Cao, Blocking efficiency in an economy with asymmetric information, Journal of Mathematical Economics 48 (2012), 396-403.
15. J. Cao, H.J.K. Junnila and W.B. Moors, Wijsman hyperspaces: Subspaces and embeddings, Topology and its Applications 159 (2012), 1620-1624.
Full List of Publications
For a relatively comprehensive list of Prof Cao's publications, please use either the MathSciNet website to search under MR Author ID 318403, or the Google Scholar website, or the Research Gate website to search under the name Jiling Cao.
A National Natural Science Foundation of China grant for the research project Characterizations of generalized metric properties in free (para) topological groups, 2016-2019 (with Fucai Lin et al.)
Min Jiang Scholar and Visiting Professor, Minnan Normal University, China, 2014-2016
Dean's Award for Research Excellence, Faculty of Design and Creative Technologies, Auckland University of Technology, 2013
FAPESP Visiting Professor, University of Sao Paulo, Brazil, 2008, 2013
Fellow of the New Zealand Mathematical Society (FNZMS), 2012
A travel grant to visit the University of Helsinki by Maguns Ehrnrooth Foundation, Finnish Society of Sciences and Letters, 2008
Rani and Asutosh Ganguli Visiting Professor, University of Kolkata, India, 2008
A Marsden Fund grant for the research project Analytic topology and its applications, 2005-2007 (with Warren B. Moors)
The Vice-Chancellor's Prize for the Best Doctoral Thesis in the Faculty of Science in 1998-1999, The University of Auckland, 2000
Last updated: 26-Jan-2018 8.37am
The information on this page was correct at time of publication. For a comprehensive overview of AUT qualifications, please refer to the Academic Calendar.