经济与管理学院
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导师代码: |
11857
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导师姓名: |
宋娜
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性 别: |
女 |
特 称: |
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职 称: |
副教授
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学 位: |
哲学博士学位
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属 性: |
专职 |
电子邮件: |
songna@uestc.edu.cn
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学术经历:
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个人简介:
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香港大学数学系,博士,数理金融,2013年8月
武汉大学数学与统计学院,学士,数学基地班,2009年7月
武汉大学经济与管理学院,辅修金融学,2009年7月
麦考瑞大学(悉尼),访问学者,2010年11月—2010年12月
讲授课程:
金融学基础(留学生)
金融经济学(本科)
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科研项目:
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研究成果:
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期刊论文
[1]Na Song, Tak Kuen Siu, Wai-Ki Ching, Howell Tong, Hailiang Yang. Asset Alloca-tion Under Threshold Autoregressive Models. Applied Stochastic Models in Business and Industry, 28(1), 60-72, (2012).
[2]Ximin Huang, Na Song, Wai-Ki Ching, Tak Kuen Siu, Ka Fai Cedric Yiu. A Real Option
[3]Approach to Optimal Inventory Management of Retail Products. Journal of Industrial and Management Optimization, 8(2), 379-389, (2012).
[4]Na Song, Tak Kuen Siu, Farzad Alavi Fard, Wai-Ki Ching, Eric S. Fung. Risk Mea-sures and Behaviors for Bonds Under Stochastic Interest Rate Models. Mathematical and Computer Modelling, 56 (9-10), 204-217, (2012).
[5]Na Song, Wai-Ki Ching, Tak Kuen Siu and Cedric Ka-Fai Yiu. On Optimal Cash Man- agement under a Stochastic Volatility model. East Asia Journal of Applied Mathematics, 8, 81-92, (2013).
[6]Na Song, Yue Jiao, Wai-Ki Ching, Tak-Kuen Siu and Zhen-Yu Wu. A Valuation Model For Perpetual Convertible Bonds With Markov Regime-Switching Models. International Journal of Pure and Applied Mathematics, 53(4), 583-600, (2009).
会议论文
[1]Na Song, Wai-Ki Ching, Dong-Mei Zhu and Tak-Kuen Siu. Asset Allocation Under Regime-Switching Models. Best Paper Award. 2012 The Fifth International Conference on Business Intelligence and Financial Engineering (BIFE 2012), Lanzhou and Tunhuang,Gansu Province, China, August 18-21, 2012.
[2]Na Song, Wai-Ki Ching, Tak-Kuen Siu and Cedric Yiu. Optimal Submission Problem in a Limit Order Book with VaR Constraints. Best Paper Award. 2012 Fifth International Joint Conference on Computational Science and Optimization (CSO 2012), Harbin and Wudalianchi, China, June 24-26, 2012.
[3]Na Song, Tak-Kuen Siu, Wai-Ki Ching, Eric S. Fung and Michael K. Ng. Option Valua- tion Under Multivariate Markov Chain Model via Esscher Transform. 2010 Thir Interna- tional Joint Conference on Computational Science and Optimization (CSO 2010), Yellow Mountain, Anhui Province, China, May 28-31, 2010.
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专业研究方向:
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专业名称 |
研究方向 |
招生类别 |
020200应用经济学 |
01金融学 |
硕士学术学位 |
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