何婷 一、基本信息
何婷，金融工程系，博士，讲师
Email：ting.he@cueb.edu.cn
办公室：向东楼316
二、教育背景
2015.10-2019.7Durham University, Department of Mathematical Sciences, Statistics, PhD
2013.10-2014.7University of Reading, ICMA Centre, Financial Engineering, Master of Science
2009.9-2013.7 吉林大学，金融学院，金融学（金融工程方向）本科
三、工作经历
2019.11-至今 首都经济贸易大学金融学院，讲师
2014.10-2015.1 中国金融在线有限公司，金融工程师
四、研究方向
衍生品定价、风险管理
五、主要论文
Ting He, Frank P. A. Coolen & Tahani Coolen-Maturi . Nonparametric predictive inference for European option pricing based on the binomial tree model, Journal of the Operational Research Society, 2019, 70:10, 1692-1708
何婷，刘秀玲 基于VaR值的汽车行业上市公司财务风险度量分析，时代金融，2016，第9期
Ting He, Frank P. A. Coolen & Tahani Coolen-Maturi . Nonparametric predictive inference for American option pricing based on the binomial tree model, Communications in Statistics – Theory and Methods (Under review)
六、学术会议
SYSU, Workshop on Financial Engineering and Risk Management, Guangzhou, China, 2016.06
The 7th SIPTA Summer School and 9th Workshop on Principles and Methods of Statistical Inference with Interval Probability，Durham, UK, 2016.08
Research Students’ Conference in Probability and Statistics，Durham, UK, 2017.04
The 7th International Conference of the Financial Engineering and Banking Society， Glasgow, UK, 2017.06
The 17th Winter school on Mathematical Finance, Lunteren, The Netherlands, 2018.01
UTOPIAE, Conference of Uncertainty Treatment and Optimization, Durham UK, 2018.07
ASSA, Allied Social Science Associations, Atlanta, US, 2019.01