学院教师

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邓军

 

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

 

教育背景与学术经历

金融数学博士,  2010.9 – 2014.6, 加拿大阿尔伯塔大学

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)

 

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