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周艳丽

来源:发布时间:2016-04-20编辑:系统管理员浏览次数:35

姓名:周艳丽性别:
籍贯:河北石家庄民族:汉族
系:保险系是否博导:
教研室:保险精算教研室是否硕导:
E-mail:yanli_zhou@sina.com职称:副教授
现任职务:
社会兼职:
讲授课程:保险学,寿险精算。
研究方向:金融衍生品定价,保险精算模型,随机优化控制。

个人简历

2014.12 - 至今,中南财经政法大学金融学院任教;

2011.11 - 2014.11,澳大利亚科廷大学(Curtin University)数学与统计系,金融数学专业,获理学博士学位;

2008.9 - 2011.7,中南财经政法大学统计与数学学院,数量经济学专业,获经济学硕士学位。

个人荣誉

2011年获中国留学基金委员会“国家建设高水平大学公派研究生项目”博士教育项目奖学金。

学术成果:论文

1.Parameter Calibration of Interest Term Structure Models: an Implicit Numerical Method with Particle Swarm Optimization, 2015, under review (with Yonghong Wu, Xiangyu Ge and Tianhai Tian).

2.Equilibrium Approach of Asset and Option Pricing under Levy Process and Stochastic Volatility, 2015, under rewiew (with Shuang Li, Xiangyu Ge and Yonghong Wu).

3.Fiscal Centralization vs. Decentralization on Economic Growth and Welfare: An Optimal-Control Approach, Accepted by Journal of Industrial and Management Optimization, 2015 (with Xiangyu Ge, Tifang Ye and Guoguang Yan, SCI).

4.Estimation of the Parameters in Mean-reverting Stochastic Systems, Mathematical Problems in Engineering, Volume 2014, Article ID 317059 (with Tianhai Tian, Yonghong Wu and Xiangyu Ge, SCI).

5.Pricing of American Put Option under a Jump-diffusion Process with Stochastic Volatility in an Incomplete Market, Abstract and Applied Analysis, Volume 2014, Article ID 236091 (with Shuang Li, Xinfeng Ruan and B.Wiwatanapataphee, SCI).

6.Fractional Order Stochastic Differential Equation with Application in European Option Pricing, Discrete Dynamics in Nature and Society, Volume 2014, Article ID 621895 (with Qing Li, Xinquan Zhao and Xiangyu Ge, SCI).

7.A Robust Weak Taylor Approximation Scheme for Solutions of Jump-Diffusion Stochastic Delay Differential Equations, Abstract and Applied Analysis, Volume 2013, Article ID 750147 (with Yonghong Wu, Xiangyu Ge and B. Wiwatanapataphee, SCI).

8.基于跳扩散和随机波动率的美式期权的马尔科夫链定价, 已被中国管理科学接收, 2015 (葛翔宇、吴洋合作).

9.高新技术企业发展中的专利权价值问题研究——基于跳扩散实物期权定价的建模与模拟, 已被系统管理学报接收, 2015 (与葛翔宇、赵翼合作).

10.门限协整套利——理论与实证研究, 统计研究, 29, 2012年第3, 79-85 (与葛翔宇、吴洋合作).

学术成果:著作、教材

学术成果:课题

国家社会科学基金: 构建我国高新技术产业专利池的相关问题研究(项目编号:10BJY104),2010年立项, 主要参与人

学术成果:获奖