Associate Professor of Financial Engineering Dept.
• Apr. 2001 – Mar. 2005, majored in Quantitative Finance, Dept. of International Community Science , Yokohama National University, received doctor’s degree in Economics;
• Apr. 1999 – Mar. 2001, majored in Measure Economics, Dept. of International Community Science, Yokohama National University, received master's degree in Economics;
• Sep. 1987 – Jul. 1991, majored in Applied Mathematical Statistics, Dept. of Statistics, Shanghai University of Finance and Economics, received bachelor's degree in Economics;
• From Dec. 2005 to now, teaching in Dept. of Financial Engineering, Central University of Finance and Economics.
Measure Economics，Quantitative Methods for Finance，Microeconomics.
Quantitative Methods for Finance
Specifically involves something related to ARCH-type model, Stochastic Volatility model, Regime Switching model and Jump process，and the statistical tests and empirical analysis of contagion.