Professor Wu’s major research interests include option pricing, credit risk and term structure modeling, market microstructure, and general asset pricing. During the past decade, Professor Wu has published over 40 articles, many of them in top finance journals such as the Journal of Finance, the he Journal of Financial Economics, Review of Financial Studies, the Journal of Financial and Quantitative Analysis, and Journal of Monetary Economics. Professor Wu is also actively involved in the finance industry, where he has developed big data analytics, data filtering algorithms, trading strategies, risk management procedures, and quantitative models for pricing fixed income and equity derivative securities.