2000-2003 Ph.D., Department of Finance, Xiamen University

Master of Finance, Department of Finance, Xiamen University

1993- 1997 undergraduate course in international finance, department of finance, Xiamen university

Overseas study experience

2005.8-2006.5, postdoctoral fellow in econometrics, Economics Department, Cornell University, USA; May 2006-June 2006, 65438+February, visiting professor of quantitative finance, Department of Mathematics and Statistics, University of North Carolina at Charlotte, USA.

Official academic certificate

PhD candidate in finance, Xiamen University

Business experience

2009-present Professor of Financial Engineering and Doctoral Supervisor of Finance Department of Xiamen University.

2006-2009 Associate Professor of Financial Engineering, Finance Department, Xiamen University

2003-2006 Academic Monographs of Financial Engineering Lecturer in Finance Department of Xiamen University

[1] Financial Engineering (2nd Edition), edited by the second author, Higher Education Press, 2008.

[2] Introduction to Derivatives, the textbook is independently completed, Higher Education Press, 2005.

[3] Financial Engineering, Participation in Textbook Compilation, Higher Education Press, 2003

[4] A Brief History of China Securities Development, monograph No.3, 2000.

thesis

[1] implied volatility surface: modeling and demonstration, financial research, 20 10, No.8.

[2] Structural Abrupt, Assumption Expectation and Risk Premium: Information Content of Pricing Deviation of USD/RMB Forward Exchange Rate, World Economy, No.6, 2009.

[3] Research on the Estimation of the Minimum Lower Partial Moment Hedging Ratio: Based on the Mixed Copula Method, Journal of Xiamen University (Philosophy Edition), March 2009.

[4] NDF market: challenges and countermeasures-comparison and reference of NDF markets in various countries, International Finance Research, No.9, 2008.

[5] Unbiased Estimation, Price Discovery and Efficiency of Futures Market —— Research on the Relationship between Futures and Spot Prices, System Engineering Theory and Practice, No.8, 2008.

[6] Can futures prices predict future spot prices? International Finance Research, No.9, 2007.

[7] Empirical study and comparative analysis of capital preservation funds in China and Hongkong, Journal of Xiamen University (Philosophy Edition), No.4, 2005.

[8] Research on Option Adjusted Spread (OAS) and Its Application, Statistical Research, No.8, 2005.

[9] Discussion on the relationship between finance and economy, Economic Trends, No.2, 2005.

[10] Overview of the development of network economics, The Economist, No.5, 200 1