副教授美国康奈尔大学应用金融博士电话：电子邮件：wise.hanqian@gmail.com办公室：经济楼A座402室个人主页：研究兴趣包括金融衍生品，金融风险管理，天气衍生品，行为公司金融

教授美国罗彻斯特大学经济学博士电话：电子邮件：clee3@tulane.e办公室：经济楼D401个人主页：http://business.tulane.e/faculty/facinfo.p

教授厦门大学金融学博士电话：电子邮件：hai.lin@otago.ac.nz办公室：个人主页：http://www.victoria.ac.nz/sef/about/staff/hai-li

教授厦门大学管理学博士电话：0592-2185730电子邮件：panyue@xmu.e.cn办公室：0592-2185730►个人简介潘越，女，厦门大学经济学院金融系教授（投资学方向），博

教授厦门大学金融学博士电话：0592-2188819/2183528电子邮件：wzqu@xmu.e.cn办公室：嘉庚二号楼416室/507室►个人简介屈文洲博士，财务学与金融学教授、博士生

助理教授TexasA&MUniversity电话：电子邮件：hellenzsx@gmail.com办公室：经济楼B211个人主页：http://hellenzsx.weebl

金融学助理教授英国伦敦政治经济学院统计学(数理金融方向)博士电话：电子邮件：hongbiao.z(at)gmail.com办公室：经济楼D302个人主页：http://hongbiaozhao.weebly.com/►个人简介ResearchInterests Contagionriskinbanking,finance,insuranceandeconomics Dependencestructuremodellingviacopulasandpointprocesseswithcontagion Portfoliocreditriskmanagementandstrategy:pricing,hedging,rating;interactionofmarketandcreditrisk;economiccapitalEcation DepartmentofStatistics,LondonSchoolofEconomics—U.K.   PhDinStatistics(MathematicalFinance)10/2008-10/2012   –Thesis:"ADynamicContagionProcess–ModellingContagionRiskinFinanceandInsurance"       Advisor:Dr.AngelosDassios       Committee:Prof.AndreasKyrprianouandDr.UmutCetin WarwickBusinessSchool,UniversityofWarwick—U.K.   MScinFinancialMathematics(Distinction)9/2006-9/2007   –Thesis:"CreditRiskModelsandImplementation",Distinction,supervisedbyProf.AnthonyNeubergerand       Prof.StewartHodges,sponsoredbyPaternoster   –Moles:StochasticMethods,AssetPricing,NumericalMethodsMatlab&C++,TimeSeriesAnalysis,       DerivativeSecurities,EconomicAnalysis,StatisticalMethods,Finance&VBA,Optimisation,etc.  DepartmentofMathematics,ZhengzhouUniversity—China   BScinMathematicsandAppliedMathematics(Top5%)9/2002-7/2006Experience NationalUniversityofSingapore—Singapore   ResearchFellowatRiskManagementInstitute11/2012-05/2013   –Developquantitativecreditriskmodelsforcreditratingsystemandcorporatedefaultforecasts. LondonSchoolofEconomics—London   TeachingAssistant10/2009-6/2011   –TaughtClassST102ElementaryStatisticalTheoryfortwogroupsoffirst-yearundergraates.   –RanHelpSessionST202Probability,DistributionTheoryandInferenceforsecond-yearundergraates.   –AssistantexamineronstatisticsfortheUniversityofLondonInternationalProgrammes. Paternoster(nowGoldmanSachs)—London   InvestmentAnalyst(Quantitative)atInvestmentStrategyGroup6/2007-12/2008   –Developedarobuststress-testmodelofportfoliocreditriskbasedonstochasticprocesses,copulasandMonte       CarlosimulationforeconomiccapitalrequiredbyFSA;achieved2.22%(￡30million)capitalrelief.   –CalibratedandanalyzedtimeseriesmodelsoniBoxx/iTraxxdatasets.   –Analyzedrecoveryrates,Gilt/swaprates,default/liquidityriskpremium,implied/historicaldefaultintensities.   –ExecutedriskscenarioanalysisandlossdistributionsimulationforCDSandbespokeCDO.   –Implementedquantitativetradingstrategyanalysis:comparisonbetweenstrategiesofbuy/holdanddowngrade/sell.   –PerformedbootstraphistoricalsimulationfromMoody’sdatatoobtaindefaultprobabilities.   –BuiltPaternoster’sAdjustedCreditRatingSystembasedonspot-marketyielddata,whichwaspresentedtoFSAchairmanLordAdairTurneron15/5/2008andreceivedexcellentcomments.►研究成果PublishedPapers "ADynamicContagionProcess",withAngelosDassios   -AdvancesinAppliedProbability,43(3),814-846,2011 "RuinbyDynamicContagionClaims",withAngelosDassios  -Insurance:MathematicsandEconomics,51(1),93-106,2012 "ExactSimulationofHawkesProcesswithExponentiallyDecayingIntensity",withAngelosDassios     -ElectronicCommunicationsinProbability,18(62),1-13,2013 "ARiskModelwithDelayedClaims",withAngelosDassios   -JournalofAppliedProbability,50(3),686-702,2013 "AMarkovChainModelforContagion",withAngelosDassios   -Risks,2(4),434-455,2014WorkingPapers "PortfolioCreditRiskofDefaultandSpreadWidening",2011   -awardedtheFirstPrizeoftheDeutscheBankAwardinFinancialRiskManagementandRegulation,2012   -inProceedingsofAustralasianFinanceandBankingConference,2011►研究项目国家自然科学基金项目(71401147,管理科学部,2015-2017)

教授厦门大学金融学博士电话：电子邮件：zhengming@xmu.e.cn办公室：经济楼A421►个人简介经济学博士，厦门大学经济学院国家级重点学科金融系教授、博士生导师、主要学术带头人之

副教授美国康奈尔大学经济学博士电话：0592-2186795电子邮件：hqchen2009@gmail.com办公室：经济楼A204►工作经历AssistantProfessorat