手机免费Av片在线播放,宅宅少妇无码,成 人影片 免费视频观看大 ,亚洲中字无码AV电影在线观看

資深量化投資研究專家

南象資產(chǎn) - 杭州南象資產(chǎn)管理有限公司 - 官方網(wǎng)站,個人經(jīng)驗(yàn)分享

學(xué)術(shù)研究

[01].Xiaofeng Yang, Jinping Yu, Shenghong Li. Pricing permanent convertible bond in EVG model. Applied Mathematics, A Journal of Chinese Universities (SCI). Vol 27, Series B, No.3, 2012

[02].Xiaofeng Yang, Jinping Yu, Shenghong Li, Albert Jerry Cristoforo, Xiaohu Yang. Pricing model of interest rate swap with a bilateral default risk. Journal of Computational and Applied Mathematics. 234:512-517,2010 (SCI,SSCI)

[03].Sun Chao, Yang Jing-Yang, Li Sheng-Hong. On reset option pricing in binomial market with both fixed and proportional transaction costs. Appl. Math. Comput. 193 (2007), no. 1, 143–153. (SCI)

[04].Sun Chao, Yang Jing-Yang, Li Sheng-Hong. On barrier option pricing in binomial market with transaction costs. Applied Mathematics and Computation 198(2007) 1505-1516. (SCI)

[05].Jingyang Yang, Yoon Choi, Shenghong Li, Jinping Yu. A note on "Monte Carlo analysis of convertible bonds with reset clause". European Journal of Operational Research. 200: 924-925, 2010. (SCI)

[06].Jinping Yu, Xiaofeng Yang, Shenghong Li, Guimei Liu. Pricing permanent American capped-call option in EVG model. International Conference on Business Intelligence and Financial Engineering. 183-186, 2010. (EI)

[7].Xiaofeng Yang, Jinping Yu, Shenghong Li, Cristoforo A. J..The PIDE pricing model of interest rate swap with default risk under Variance Gamma process. 3rd IEEE International Conference on Computer Science and Information Technology. 174-177,2010. (EI)

[08].Yuxian Zheng, Ming Lu, Jinping Yu, Xiaofeng Yang. Convertible bond pricing based on Variance Gamma model. 3rd IEEE International Conference on Computer Science and Information Technology. 427-431,2010. (EI)

[09].Jinping Yu, Xiaofeng Yang, Shenghong Li, Xiaohu Yang. Pricing convertible bond with call clause in variance gamma model. International Conference on Business Intelligence and Financial Engineering. 668-672, 2009. (EI)

[10].Jinping Yu, Xiaofeng Yang, Shenghong Li. Portfolio optimization with CVaR under VG process. Research in International Business and Finance. 23:107-116, 2009.

[11].BING-WEI LI et al., Phys. Lett. A 374,3752 (2010).

[12].BING-WEI LI et al., EPL 91,34001 (2010).

[13].BING-WEI LI et al., Phys. Rev. E 86, 046207 (2012).

[14].BING-WEI LI et al., Phys. Rev. E 87, 042905 (2013).

[15].BING-WEI LI et al., J. Chem. Phys. 140, 184901 (2014).

[16].俞金平, 李勝宏. 基于跳擴(kuò)散模型的資產(chǎn)證券化定價. 浙江大學(xué)學(xué)報(bào)(理學(xué)版). 35:160-162, 2008.

[17].俞金平, 朱一鳴. 收益率曲線理論及其應(yīng)用的回顧與展望. 中國銀行間債券市場研究-全國銀行間債券市場十周年征文論文選編, P220-226. 中國金融出版社. 2008.12.

[18].包峰, 俞金平, 李勝宏. CVaR對VaR的改進(jìn)與發(fā)展. 山東師范大學(xué)學(xué)報(bào)(自然科學(xué)版). 20(4):95-96, 2005.


Powered by MetInfo 5.3.19 ©2008-2025 www.MetInfo.cn