1.
Research on Term Structure of Interest Rates with Derivatives Pricing;
利率期限结构及其衍生产品定价研究
2.
Some Studies on the Pricing and Hedging of the Interest Rate Derivatives;
利率衍生产品定价和套期保值的若干研究
3.
Pricing the Derivitives with Credit Risk of Allowing Default Before Maturity;
允许提前违约的信用衍生产品定价模型
4.
Research on the Pricing of Interest Rate Derivatives Based on No-arbitrage Model
基于无套利模型的利率衍生产品定价研究
5.
THE PRICING OF CREDIT SPREAD DERIVATIVES WITH MEAN REVERTING AND STOCHASTIC VOLATILITY;
基于价格均值回复与随机波动率的信用差价衍生产品定价
6.
The Reflection Principle and the Using in Pricing of Financial Derivatives;
随机漫步反射原理及其在金融衍生产品定价上的应用
7.
On the Pricing of A New Gold Derivative Product
一种创新型黄金衍生产品的定价研究
8.
Pricing of Derivatives Option with Stochastic Prices Volatility;
基于价格随机波动率的衍生产品期权定价
9.
The Price of the Derivatives under Stochastic and Jump-diffusion Model;
随机和跳扩散模型下金融衍生产品的定价
10.
The Valuation of Credit Derivatives Based on Portfolio;
基于投资组合信用衍生产品的定价计算及分析
11.
European banks had objected to the requirement in IAS39 that their derivatives holdings should be carried at market or“ fair” value in their accounts.
IAS 39规定，银行持有的衍生产品应当以市场价格或“公平价格”入账。
12.
In the end, the Monte Carlo method is used in pricing weather option.
蒙特卡罗方法能够对天气衍生产品进行合理定价。
13.
Numerical Methods for Pricing American and Asian Options;
金融衍生产品中美式与亚式期权定价的数值方法研究
14.
Pricing Research of Corporate Bonds and Credit Derivatives under the Structual Model;
结构化模型下公司债券及信用衍生产品的定价研究
15.
Electric Power Derivative Product s Pricing Analysis Based on Financial Mathematics Models;
基于金融数学模型方法的电力衍生产品的定价研究
16.
Pricing the Financial Products Taking Account Convergence and Divergence and Their Volatility Smiles
聚合及分离金融衍生产品的定价问题及其波动率微笑
17.
A Review of Studies on Priciog and Potential Risk of Credit Derivatives;
信用衍生品定价及潜在风险研究综述
18.
Research and teaching: Asset Pricing, Empirical Finance, Econometric Methods, and Derivative Markets.
主要研究和教学领域：资产定价，实证金融，计量经济学方法，金融衍生产品市场。