乐鱼leyu官方网站与维拉达成官方合作 - 乐鱼（中国）leyu·官方网站

博士、讲师

 

办公室：博学楼703

电话：86-10-64493331

传真：86-10-64492635

Email：jundeng@uibe.edu.cn

 

乐鱼leyu官方网站与维拉达成官方合作背景与学术经历

金融数学博士, 2010.9 – 2014.6, 加拿大阿尔伯塔大学 延伸阅读

概率论与数理统计硕士 , 2007.9 – 2010.6, 中国人民大学统计乐鱼leyu官方网站与维拉达成官方合作 继续了解

数学与应用数学学士, 2003.9 – 2007.6, 中国石油大学(北京) 继续了解

 

主要研究方向

信息不对称以及违约金融市场的无套利，金融工程，随机分析，数量金融

 

主要教学课程

金融风险管理，金融工程

 

学术文章

[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.

 

学术经历

• 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.

 

所获荣誉与奖励

• Dr. Josephine M. Mitchell Scholarship, 2014

• Dr. Josephine M. Mitchell Graduate Student Summer Scholarship, 2011 - 2013