导师姓名：邓军
性别：男
人气指数：32

所属院校：对外经济贸易大学
所属院系：金融学院
职称：讲师
导师类型：硕导
招生专业：
研究领域： 信息不对称金融市场,金融工程,风险管理
研究领域： 信息不对称金融市场,金融工程,风险管理 [收起]




通讯方式 :
电子邮件：jundeng@uibe.edu.cn


个人简述 :
金融数学博士,? 2010.9 – 2014.6, 加拿大阿尔伯塔大学 概率论与数理统计硕士 ,? 2007.9 – 2010.6, 中国人民大学统计学院 数学与应用数学学士,? 2003.9 – 2007.6,? 中国石油大学(北京) ? 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

科研工作 :
学术文章[1]HowNon-Arbitrage,ViabilityandNumérairePortfolioareRelated,(withTahirChoulliandJunfengMa).ToappearinFinanceandStochastics,2014[2]ArbitragesinaProgressiveEnlargementSetting,(withAnnaAksamit,TahirChoulliandMoniqueJeanblanc).ToappearinArbitrage,CreditandInformationalRisks,PekingUniversitySeriesinMathematics:Volume5,China,2014.[3]Non-ArbitrageuptoRandomHorizonforSemi-martingaleModels,(withAnnaAksamit,TahirChoulliandMoniqueJeanblanc).?Submitted,2014.[4]Non-ArbitrageforaClassofHonestTimes,(withAnnaAksamit,TahirChoulliandMoniqueJeanblanc).Submitted,2014.[5]StructureConditionsunderInitialEnlargementofFiltration,(withTahirChoulli).Submitted,2014.[6]StructuralModelsunderAdditionalInformation,(withTahirChoulli).Preprint,2014.[7]Non-arbitrageforInformationalDiscreteTimeMarketModels,(withTahirChoulli).Preprint,2014.