人物履歷
博士、講師
教育背景與學術經歷
金融數學博士, 2010.9 – 2014.6, 加拿大阿爾伯塔大學
機率論與數理統計碩士 , 2007.9 – 2010.6, 中國人民大學統計學院
數學與套用數學學士, 2003.9 – 2007.6, 中國石油大學(北京)
專業方向
主要研究方向
信息不對稱以及違約金融市場的無套利，金融工程，隨機分析，數量金融
主要教學課程
金融風險管理，金融工程
學術文章
[1] How Non-Arbitrage, Viability and Numéraire Portfolio are Related, (with Tahir Choulli and Junfeng Ma). To appear in Finance and Stochastics, 2014
[2] Arbitrages in a Progressive Enlargement Setting, (with Anna Aksamit, Tahir Choulli and
Monique Jeanblanc). To appear in Arbitrage, Credit and Informational Risks, Peking University Series in Mathematics: Volume 5, China, 2014.
[3] Non-Arbitrage up to Random Horizon for Semi-martingale Models, (with Anna Aksamit, Tahir Choulli and Monique Jeanblanc). Submitted, 2014.
[4] Non-Arbitrage for a Class of Honest Times, (with Anna Aksamit, Tahir Choulli and Monique Jeanblanc). Submitted, 2014.
[5] Structure Conditions under Initial Enlargement of Filtration, (with Tahir Choulli).Submitted, 2014.
[6] Structural Models under Additional Information, (with Tahir Choulli). Preprint, 2014.
[7] Non-arbitrage for Informational Discrete Time Market Models, (with Tahir Choulli).Preprint, 2014.
學術經歷
· Presentation: Asymmetric information and non-arbitrage, International Symposium on
Differential Equations and Stochastic Analysis in Mathematical Finance, July 12th –16th 2014, Sanya, China.
· Presentation: Non-arbitrage under Uncertainty, AMS Sectional Meeting, MathematicalFinance, University of New Mexico, Albuquerque, NM, 2014.
· Presentation: Non-arbitrage for Informational Markets, Graduate Colloquium, University of Alberta, Edmonton, Canada, 2013.
· Presentation: Optimal Portfolio Versus No-arbitrage and Its Application. In 10th PIMS
· Young Researchers Conference in Mathematics and Statistics, Edmonton, Canada, 2013.
· Presentation: Non-arbitrage for Defaultable Markets, in Mathematical Finance Weeks at
· University of Alberta: Graduate & Research, Edmonton, Canada, 2013.· One-day Course: Stochastic Control and Algorithmic Trading.By Nicholas Westray (Deutsche Bank), University of Alberta, Edmonton, 2012.
· Trading Competition, Organized by MBAs from Business School, Edmonton, 2012.
· Graduate Colloquium, University of Alberta, 2011 and 2013.
· Teaching and Researching Assistant, 2010—2014.
獲獎情況
所獲榮譽與獎勵
· Dr. Josephine M. Mitchell Scholarship, 2014
· Dr. Josephine M. Mitchell Graduate Student Summer Scholarship, 2011 - 2013
