Yafei Liu
Bio
I am a first-year PhD candidate in Finance at the NTNU Business School in Trondheim, Norway, working on biodiversity risk in corporate finance. My doctoral project consists of three articles: (i) supply-chain network analysis for biodiversity footprint accounting, (ii) geospatial integration for corporate biodiversity impact assessment, and (iii) the link between biodiversity management practices and firm performance.
In parallel, I work as a Quantitative Researcher at Spartan Strategies in Zurich, where I build arbitrage-free implied-volatility surfaces, market-data pipelines for derivatives, and systematic delta-neutral hedging strategies. Before the PhD I completed the Joint Master of Quantitative Finance at the University of Zurich and ETH Zurich, and a BBA in Quantitative Finance and Economics at National Tsing Hua University.
I grew up in mainland China and have studied or worked in Norway, Switzerland, Taiwan, and the United States — a path that shapes how I think about sustainable finance as both a global modeling problem and a local one.
Research Experiences
Research Interests
- Biodiversity risk in corporate finance
- Sustainable finance and ESG investing
- Supply-chain network analysis
- Geospatial methods for environmental risk
- Derivatives and implied volatility modeling
- Quantitative risk management
Education
ntnu_beamer_template
A reusable Beamer theme for NTNU researchers — corporate-design colors, autoframe section navigation, speaker-notes support, and a built-in timeline macro.
ntnu_beamer_seminar
Companion Beamer template tuned for finance research seminars — smoothbars navigation, regression-table macros, TikZ figures, and a timeline environment.
backtrader_options
Python toolkit extending Backtrader with derivatives-aware data feeds and strategy primitives for options backtesting.
News
ntnu_beamer_template and ntnu_beamer_seminar — NTNU-branded LaTeX Beamer templates for talks and research seminars.