Education

Ph.D. (Majored in Business Management), HUST, 2005.

M.E. (Majored in Engineering Mechanics), HUST, 2001.

B.E. (Majored in Engineering Mechanics), HUST, 1999.

Overseas Visiting and Training

Visiting Scholar, Georgia Institute of Technology, USA, Apr. 2011-May 2012.

Visiting Scholar, University of Cambridge, USA, Feb. 2013-Apr. 2013.

CGA Program, Canada, July 2014.

Courses Taught

Financial Mathematics, Fixed Income Markets, Managerial Economics, Econometrics, Mathematical Modeling, Quantitative methods in Finance, etc.

Research Interests

Corporate finance, Quantitative Finance, Financial Engineering & risk management.

Research Projects

1)National Natural Science Foundation of China, 71231005, Research on pricing real estate financial assets and derivatives, their risk management

2)National Natural Science Foundation of China, 70801032, Research on the pricing credit default swaps under time-varying copula

3)National Natural Science Foundation of China, 70471043, Research on pricing multi-factor convertible bond and its numerical technique

4)National Natural Science Foundation of China, 70271028, Value at risk model with financial risks coupling, numerical simulation and empirical study

Representative Research Papers

1)"Spatial economic dependency in the Environmental Kuznets Curve of carbon dioxide: The case of China", Journal of Cleaner Production, 2019.5, 218(1): 498~510. ( with Yanyan Wang)(SSCI, SCI)

2)"Pricing real estate index options by compactly supported radial-polynomial basis point interpolation"，Journal of Computational and Applied Mathematics, 2018.5.1, 333(1): 350~361. ( with Jiayue Wang)(SSCI, SCI)

3)"The public environmental awareness and the air pollution effect in Chinese stock market",Journal of Cleaner Production, 2018.6.1, 185(1): 446~454.( with Yi Liu)(SSCI, SCI)

4)"Pricing credit default swap based on conditional Monte Carlo method"，System Engineering Theory and Practice, 2017.8, (08): 2043~2051.( with DengYang) (in Chinese)

5)"Measuring the coupled risks: A copula-based CVaR model", Journal of Computational and Applied Mathematics, 2009, 223(2):1066-1080. (with Pu Gong)(SSCI, SCI)

6)"Research on internal credit ratings for listed companies", Kybernetes, 2008, 37(9-10):1339-1348. (with Pu Gong & Chunxun Xie) (SCI)

7)"Latest Development of Approaches to Integrated Risk Measurement", Studies of International Finance in China, 2008, 254:63-68. (in Chinese)

8)“A risk hedging strategy under the nonparallel-shift yield curve”, Physica A: Statistical Mechanics and Its Applications, 2005, 354:450-462. (with Pu Gong) (SCI)