
Email:
Campus Phone: 404-894-6519
Fax: 404-894-2301
Office Location: Groseclose 0205, Room 319
Personal Homepage
http://www.isye.gatech.edu/faculty/Shijie_Deng/
Shijie Deng is an associate professor in ISyE. He received a B.S. in applied mathematics from Peking University in P.R. China, an M.S. in mathematics from the University of Minnesota, and a Ph.D. in industrial engineering and operations research from the University of California.
Dr. Deng's research interests include financial asset pricing and real options valuation, financial engineering applications in energy markets, electricity transmission pricing and auction design, risk management and contract theory in supply chains, stochastic modeling and simulation. He has consulted with several private and public companies on issues of pricing, risk management, and asset valuation in the deregulated electricity industry.
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