删除或更新信息,请邮件至freekaoyan#163.com(#换成@)

上海立信会计金融学院金融学院导师教师师资介绍简介-童斌

本站小编 Free考研考试/2021-02-14

童斌,男,中共党员,毕业于上海交通大学管理科学与工程(金融工程)专业,管理学博士。现为金融学院常任轨教师,主要讲授课程:金融市场学、投资学等。研究方向为金融市场、金融工程和金融风险管理。
累计发表学术论文15篇,其中7篇被SSCI收录,4篇被SCI收录。发表过的期刊包括Quantitative Finance, Energy Economics, International Review of Economics and Finance, Economic Modelling, Journal of Operational Risk, Insurance: Mathematics and Economics, Applied Economic Letter等。曾主持中央高校基本科研业务费人才引进项目一项,参与国家自然科学基金国际合作重大项目、国家自然科学基金重点项目、国家自然科学基金青年基金各一项。出版译著一本。同时担任Economic Modelling, Emerging Markets Finance and Trade, China Finance Review International等国际期刊的匿名审稿人。
在加入上海立信会计金融学院之前,2014年7月-2015年9月,就职于东华大学旭日工商管理学院、金融系讲师。2015年10月-2019年4月,就职于浙商证券自营部门,先后从事策略研究、期权做市、量化投资以及场外期权业务。
近年来论文发表情况:
1、Li, Xiaoping, Zhou, Chunyang, Tong, Bin*, Carry trades, agent heterogeneity and the exchange rate.International Review of Economics and Finance, 2019, 64, 343-358.
2、Tong Bin, Diao Xundi*and Wu Chongfeng, Operational risk quantified with spectral risk measures: a refined closed-form approximation.Quantitative Finance,2019, 19(7), 1221-1242.
3、Diao Xundi*, Qiu Hongyang and Tong Bin, Does a unique "T+1 trading rule" in China incur return difference between daytime and overnight periods.China Finance Review International, 2018, 8(1), 2-20.
4、Tong Bin, Diao Xundi*and Wu Chongfeng, Modeling asymmetric and dynamic dependence of overnight and daytime returns: An empirical evidence from China Banking Sector,Economic Modelling, 2015, 51, 366-382.
5、Diao Xundi*and Tong Bin, Forecasting intraday volatility and VaR using multiplicative component GARCH model,Applied Economic Letter, 2015, 22, 1457-1464.
6、刁训娣*,童斌,吴冲锋,基于EVT的谱风险测度及其在风险管理中的应用,系统工程学报,2015,第30卷第3期,354-369.
7、Tong Bin*, Wu Chongfeng and Zhou Chunyang, Modeling the co-movements between crude oil and refined petroleum markets,Energy Economics, 2013, 40, 882-897.
8、Tong Bin*and Wu Chongfeng, Asymptotics for operational risk quantified with a spectral risk measure.The journal of operational risk, 2012, 7(3), 91-116.
9、Tong Bin, Wu Chongfeng and Xu Weidong*. Risk concentration of aggregated dependent risks: the second-order properties.Insurance: mathematics and economics, 2012, 50, 139-149.
10、Peng Zuoxiang*, Tong Bin and Nadarajah Saralees, Almost sure central limit theorems of the partial sums and maxima from complete and incomplete samples of stationary sequences.Stochastics and Dynamics, 2012, 12(3), 1-19.
11、Tong Bin*and Peng Zuoxiang, On almost sure max-limit theorems of complete and incomplete samples from stationary sequences. Acta Mathematica Sinica, 2011, 27(7), 1323-1332.
12、Tong Bin, Peng Zuoxiang and Nadarajah Saralees*, An extension of almost sure central limit theorem for order statistics.Extremes, 2009,12, 201-209.




相关话题/上海立信会计金融学院 金融学院