Education
Ph.D. (Majored in Management Science and Engineering), Huazhong University of Science and Technology, 2002
M.S. (Majored in Applied Mechanics), 1989
B.S. (Majored in Applied Mechanics), 1982
Overseas Visiting and Training
Visiting Professor, University of Wollongong, Australia, 2004-Jan.
Visiting Professor, University of Cambridge, UK
Visiting Professor, University of Loughborough, UK
Industrial Experiences
Independent Director, Shandong Qifeng Co., Ltd. 2009-2011
Consulting Activities: Wuhan Iron and Steel Company Limited, Wuhan Jianmin Pharmaceutical Group Co., Ltd., etc
Research Interests
Corporate Finance & Business Model, Financial Engineering & Risk Management
Research Projects
【1】General Project of NSFC (71671076), Theoretical Modeling and Empirical Study of Risk Coupling Effect and Contagion Mechanism, 2017-Jan.-2020-Dec., 480,000.00, On-going, Leader.
【2】Key Project of NSFC (71231005), Research on the Pricing and Risk Management of Real Estate Financial Assets and Derivatives, 2013-Jan.-2017-Dec., 2,400,000.00, Completed, Leader.
【3】General Project of NSFC (71071067), Research on the Pricing Model of Convertible Bonds and Numerical Implementation Technology under Irrational Expectation, 2011-Jan.-2013-Dec., 250,000.00, Completed, Leader.
【4】International (regional) Cooperation and Exchange Project (71110307032), Research on the Theoretical Modelling and Numerical Simulation Technology for Credit Derivative Pricing, 2011-Oct.-2011-Dec., 40,000.00, Completed, Leader.
【5】General Project of NSFC (70871049), Research on the Theoretical Modelling and Numerical Simulation Technology for Credit Derivative Pricing, 2009-Jan.-2011-Dec., 240,000.00, Completed, Leader.
【6】General Project of NSFC (70471043), Research and Application of the Theoretical Modelling and Numerical Implementation Technology for Multi-factor Convertible Bond Pricing, 2005-Jan.-2007-Dec., 120,000.00, Completed, Leader.
【7】General Project of NSFC (70271028), Theoretical Modelling, Numerical Simulation and Empirical Research for the VaR Risk Coupling, 2003-Jan.-2005-Dec., 130,000.00, Completed, Leader.
Representative Research Papers
【1】Pu Gong, Dong Zou, Jiayue Wang. Pricing and simulation for real estate index options: Radial basis point interpolation, Physica A: Statistical Mechanics and its Applications, 2018, 500: 177-188.
【2】Pu Gong, Jun Dai. Monetary policy, exchange rate fluctuation, and herding behavior in the stock market, Journal of Business Research, 2017, 76: 34-43.
【3】Pu Gong, Jun Dai. Pricing real estate index options under stochastic interest rates, Physica A: Statistical Mechanics and its Applications, 2017, 479: 309-323.
【4】Dong Zou, Pu Gong. A Lattice Framework with Smooth Convergence for Pricing Real Estate Derivatives with Stochastic Interest Rate, The Journal of Real Estate Finance and Economics, 2017, 55(2): 242-263.
【5】Yingliang Weng, Pu Gong. On price co-movement and volatility spillover effects in China’s housing markets, International Journal of Strategic Property Management, 2017, 21(3): 240-255.
【6】Pu Gong, Ting Hu, Jiwen Si. Relative Leverage and Stock Returns: Evidence from the Chinese and American Markets, Journal of Management Sciences in China, 2017.7.15, 20(7): 1-23. (in Chinese)
【7】Pu Gong, Yingliang Weng. Value-at-Risk forecasts by a spatiotemporal model in Chinese stock market, Physica A: Statistical Mechanics and Its Applications, 2016.1.1, 441(1): 173-191.
【8】Yingliang Weng, Pu Gong. Modeling spatial and temporal dependencies among global stock markets, Expert Systems with Applications, 2016.1.1, 43: 175-185.
【9】Yingying Han, Pu Gong, Xiang Zhou. Correlations and risk contagion between mixed assets and mixed-asset portfolio VaR measurements in a dynamic view: An application based on time varying copula models, Physica A: Statistical Mechanics and its Applications, 2016.02.16, 444: 940-953.
【10】Pu Gong, Boli Yang, Lévy Jump Method and Empirical Research on the Informed Trading Measurement, Journal of Management Sciences in China, 2014.10.15, 17(10). (in Chinese)
Monographs/Textbooks
Corporate Finance, Science Press, 2016.
Teaching (2014-2018)
Undergraduate:
Innovation of Business Model, 32 Teaching Hours
Graduate:
Financial Management, 32 Teaching Hours
Corporate Finance, 128 Teaching Hours
Mergers & Acquisition, 286 Teaching Hours
Corporate Financial Strategy and Business Model Design, 96 Teaching Hours
Company Capital Operation, Merger and Acquisition Practice, 64 Teaching Hours
Derivative Financial Assets, 128 Teaching Hours
Enterprise Investment Decision and Risk Management, 24 Teaching Hours
Innovation of Business Model, 336 Teaching Hours
Strategic Finance Analysis, 128 Teaching Hours
