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上海立信会计金融学院统计与数学学院导师教师师资介绍简介-吴远简历

本站小编 Free考研考试/2021-02-14

个人信息
姓名:吴远
职称:讲师
教育背景
2014.9-2017.6同济大学,数学科学学院,博士,导师:梁进
2010.9-2011.1台湾东吴大学,财务工程与精算数学系,交换生
2009.9-2012.3同济大学,数学科学学院,硕士,导师:梁进
2005.9-2009.6郑州大学,数学与应用数学
工作经历
2017.7-至今上海立信会计金融学院,讲师
2012.8-2013.8中国工商银行上海分行
科研成果
?Yuan Wu and JinLiang,Valuation of Loan Credit DefaultSwaps Correlated Prepayment and Default Risks with Stochastic Recovery Rate,InternationalJournal of Financial Research, 2012,3(2).
?Jin Liang, Yuan Wuand Bei Hu.Asymptotic traveling wavesolution for a credit rating migration problem. Journal of DifferentialEquations, 2016, 261(2): 1017-1045.
?Bei Hu, Jin Liangand Yuan Wu.A free boundary problem forcorporate bond with credit rating migration, Journal of MathematicalAnalysis & Applications, 2015, 428(2): 896-909.
?Xiaoli Yang, Jin Liangand Yuan Wu.Optimal control of perpetualCPDO: minimal cash-out probability and maximal conditional return,OptimalControl Applications & Methods, 2014, 35(4): 383–394.
?Yuan Wu and JinLiang, A new model and its numerical method to identify multi credit migrationboundaries. International Journal of Computer Mathematics, 2017(2):1-15.


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