2020暴利行业

2020暴利行业

李亚琼
来源:管理员 创建于:2019-06-14 点击数:

名:李亚琼

称:教授、博士生导师

办公地点:

E - m a i lyqli@hnu.edu.cn

联系电话:13507318651

主要研究方向:金融衍生产品定价,

贝叶斯统计理论与应用,随机计算方法与应用

 

讲授课程:

数理统计,贝叶斯统计,贝叶斯计量经济学,

计量经济学,金融数学,期权定价的数学模型与方法

 

个人概况:

2005-2009,湖南大学,应用数学(金融数学方向),博士学位(在职)

1999-2004,湖南大学,数量经济学,硕士学位(在职)

1979-1983,云南大学,基础数学,学士

2007.11-2008.10  英国拉夫堡大学商学院,访问学者

招生要求:

对学术研究有兴趣,有较好的随机过程,数理统计方面的基础。

主要研究成果:

论文

1. Rui Gao , Yaqiong Li, Lisha Lin. Bayesian statistical inference for European options with stock liquidity. Physica A: Statistical Mechanics and its Application, 2019(SCI)

2.Ge Li, Yaqiong Li,and Zhaohui Yuan. Finite-Time Stabilization of Memristive Cohen Grossberg  Neural Networks with Time-Varying Delay. Complexity. 2018(SCI)

3. Lisha Lin, Yaqiong Li, Jing Wu,The pricing of European options on two underlying assets with delays. Physica A: Statistical Mechanics and its Application, 2018(SCI, SSCI)

4. 张玉林,李亚琼,罗 汉. The Pricing of Better - of Options with Delayed sponse. 经济数学, 2016

5. 李亚琼,黄立宏. 漂移项和扩散项具有时滞的股票期权定价.经济数学, 2011(CSCD)

6. Yaqiong Li, Lihong Huang. Anti-periodic solutions for a class of Liénard-type systems the

continuously distributed delays. Nonlinear Analysis: Real World Applications, 2009 (SCI)

7. Lujun  Zhou, Yaqiong  Li. A dynamic IS-LM business cycle model with two time delays in

capital accumulation equation. Journal of Computational and Applied Mathematics, 2009(SCI, SSCI) 

8. 李亚琼, 黄立宏. 红利支付下具有时滞的股票期权定价. 湖南大学学报(自然科学版)

2009(EI)

9. 赵雪芳, 李亚琼.基于Panel Data 的中国农业发展因素的实证分析.数理统计与管理.2009 (CSCD)

10. Lujun Zhou, Yaqiong Li. A generalized dynamic IS-LM model with delayed time investment processes. Applied Mathematics and Computation, 2008 (SCI, SSCI) 

11. Yaqiong Li, Lihong Huang. Exponential convergence behavior of solutions to shunting inhibitory cellular neural networks with delays and time-varying coefficients. Mathematical and Computer Modelling, 2008(SCI)

12. Yaqiong Li, Lihong Huang. New results of periodic solutions for forced Rayleigh-type equations. Journal of Computational and Applied Mathematics, 2008(SCI)

13. Yaqiong Li , Hua Meng, etc. Exponential convergence behavior of shunting inhibitory cellular

neural networks with time-varying coefficients. Journal of Computational and Applied Mathematics, 2008(SCI)

14. Yi Tang ,Yaqiong Li. New results of periodic solutions for a kind of Duffing type p-Laplacian equation. Journal of Mathematical Analysis and Applications. 2008(SCI)

15. Hua Meng, Yaqiong Li. New convergence behavior of shunting inhibitory cellular neural networks with time-varying coefficients. Applied Mathematics Letters. 2008 (SCI)

专著

1. 李亚琼,黄立宏,全志勇.扩展的期权定价模型与贝叶斯实证研究,湖南大学出版社,2016.12

2. 李亚琼,黄立宏等.经济数学动态经济分析与贝叶斯计量经济学湖南大学出版社,2011.8

3. 李亚琼,黄立宏.双币种期权与时滞期权定价研究湖南大学出版社,2011.1

主持的科研项目

1. 金融市场具有时滞的期权定价及其风险管理研究,国家自然科学基金(面上项目)

2012.1-2015.12

2. 具有时滞响应的期权定价模型及研究,湖南省自然科学基金(面上项目),2010.1-2012.6

3. 双币种期权定价及其风险管理研究,湖南省科技厅2009.1-2009.12

 

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