职称：教授、博士生导师
办公地点：财院校区金融与统计学院2-313










E - m a i l ： liyaqiong1962@126.com yqli@hnu.edu.cn
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 讲授课程：
本科生：数理统计，贝叶斯统计，金融衍生品定价与管理，计量经济学，数理经济学
研究生：期权定价的数学模型与方法，金融计量经济学，贝叶斯计量经济学


个人简介
2005-2009 湖南大学，应用数学(金融数学方向)，博士学位
1999-2004，湖南大学，数量经济学，硕士学位
1979-1983，云南大学，基础数学，学士
2007.11-2008.10 英国拉夫堡大学，访问****
2016.08-2016.10 UCSC数学系访问


研究成果：


主要论文
1. Lisha Lina, Yaqiong Li?, Rui Gao , Jianhong Wu. The Numerical Simulation of Quanto Option Prices Using Bayesian Statistical Methods, Physica A: Statistical Mechanics and its Applications,2020 2. Rui Gao , Yaqiong Li? , Yanfei Bai. Numerical pricing of exchange option with stock liquidity under Bayesian statistical method, Communications in Statistics - Theory and Methods,2020 3. Lisha Lin, Yaqiong Li?, Jianhong Wu, Ge Li. Robustness analysis on the pricing of some options on two assets with delays, Physica A: Statistical Mechanics and its Applications,2019 4. Rui Gao, Yaqiong Li ?, Yanfei Bai, Shanlan Hong. Bayesian Inference for Optimal Risk Hedging Strategy Using Put Options With Stock Liquidity, IEEE ACCESS,2019 5. Rui Gao , Yaqiong Li?, Lisha Lin. Bayesian statistical inference for European options with stock liquidity, Physica A: Statistical Mechanics and its Application, 2019 6. Ge Li, Yaqiong Li?,and Zhaohui Yuan. Finite-Time Stabilization of Memristive Cohen Grossberg Neural Networks with Time-Varying Delay, Complexity, 2018 7. 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 8.张玉林、李亚琼?， The Pricing of Better - of Options with Delayed sponse, 经济数学, 2016 9.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 10. Yaqiong Li?, Lihong Huang. Anti-periodic solutions for a class of Liénard-type systems the continuously distributed delays, Nonlinear Analysis: Real World Applications, 2009 11. 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 12. 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（自然科学版）,2009 13. 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 14. Lujun Zhou, Yaqiong Li. A generalized dynamic IS-LM model with delayed time investment processes, Applied Mathematics and Computation, 2008 15. 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 16. Yaqiong Li?, Lihong Huang. New results of periodic solutions for forced Rayleigh-type equations, Journal of Computational and Applied Mathematics, 2008 17. 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 18.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 19. Hua Meng, Yaqiong Li. New convergence behavior of shunting inhibitory cellular neural networks with time-varying coefficients, Applied Mathematics Letters, 2008

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
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
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


主编教材
1. 李亚琼，《概率论与数理统计》，天马图书有限公司出版,2000
2. 李亚琼，《概率论与数理统计》，湖南大学出版社,2003
3. 李亚琼、黄立宏，《概率论与数理统计》，复旦大学出版社，2011


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,完成
2．风险资产具有时滞的期权定价相关问题的贝叶斯统计推断研究. 湖南省自然科学基金（面上项目）,2020.1-2022.12,在研
3. 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,完成
4. 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,完成


奖励
3013年获湖南大学优秀教师
2016年获“我心目中最敬爱的老师”称号