邵　斌

























电　话：8621-6590-3708
E-mail：binshaosufe@126.com

工作经历和教育背景

9/1985: 南京大学
天体物理学士

12/1991: 耶鲁大学
理论物理博士和硕士

7/1991-5/1994: 宾夕凡尼亚大学
从事理论物理博士后研究工作 , 发表新的学术成果

5/1994-12/2000: 纽约 : 花旗集团所罗门美邦公司
从事债券及利率衍生产品的定量分析工作

1/2001-12/2001: 纽约 : 美洲银行
从事债券及利率衍生产品的定量分析工作

2/2002- 至今 : 上海财经大学证券期货学院
从事金融工程 , 利率模型 , 期权定价模型和国债市场的研究
讲授如下课程 : 金融工程 , 期货期权 , 固定收益证券 , 美国债券市场及利率衍生品 , 利率模型 , 专业英语

学术成果

单因子利率期限结构模型的极大似然估计—对中国利率的实证分析 , 投资学评论, 3 (2004) 15-25 与潘冠中合写
GARCH 模型中美式亚式期权的蒙特卡罗算法 , 经济数学, 将发表, 与丁娟合写
中国企业债券利差的实证分析 , 天津商学院学报, 24 (2004) 43-47, 与许波,李应龙合写
远期利率和国债收益率曲线的构造 , 投资学评论, 2 (2004) 39-51, 与徐蓉, 陈芳菲合写
CEV模型和Black-Scholes模型期权套期保值效果的定量分析, 中国金融学, 3 (2004) 154-168,与吴锋,邵旦合写
GARCH 模型下美式亚式期权的数值解法, 预测 , 5(2003) 57-65,与丁娟合写
“Classical and quantum coherent state description of nucleon anti-nucleon annihilation in the Skyrme model with omega mesons”
Physical Review C 50 (1994) 1787-1795
with R. D. Amado
“Coherent state formulation of pion radiation from nucleon antinucleon annihilation”
Physical Review C 50 (1994) 640-651
with R. D. Amado, F. Cannata, J. P. Dedonder and M. P. Locher
“Coherent pion radiation from nucleon antinucleon annihilation”
Physical Review Letters 72 (1994) 970-972
with R. D. Amado, F. Cannata, J. P. Dedonder and M. P. Locher
“Inertial parameters of the Skyrmion-Skyrmion system with the product ansatz”
Physical Review C 48 (1993) 2498-2508
with Niels R. Walet and R. D. Amado
“The Skyrme model description of the spin-orbit force”
Physics Letters B 314 (1993) 159-162
with R. D. Amado and Niels R. Walet
“Algebraic rotating frame approach to electron molecule scattering II”
Physical Review A 48 (1993) 2832-2843
with Y. Alhassid and V. Liu
“Dynamics of antibaryon-baryon annihilation in the Skyrme model”
Physics Letters B 303 (1993) 1-4
with Niels R. Walet and R. D. Amado
“Mean-field approaches to algebraic treatment of molecules: bent molecules”
Physical Review A 47 (1993) 2064-2074
with Niels R. Walet and R. D. Amado
“Mean-field approaches to algebraic treatment of molecules: linear molecules”
Physical Review A 46 (1992) 4037-4047
with Niels R. Walet and R. D. Amado
“Algebraic eikonal approach to electron-molecule scattering, II. Rotational-vibrational excitations”
Physical Review A 46 (1992) 3991-4002
with Y. Alhassid
“Algebraic eikonal approach to electron-molecule scattering, I. Generalized formalism”
Physical Review A 46 (1992) 3978-3990
with Y. Alhassid
“Algebraic eikonal approach to electron-molecule scattering: a hybrid approach”
Physical Review A 46 (1992) 3865-3869
with Y. Alhassid and V. Liu
“General quadrupole nuclear shapes. An algebraic perspective”
Physics Letters B 243 (1990) 313-318
with Amiram Leviatan
“Wormholes and baby universes in scalar-tensor gravity”
Nuclear Physics B 333 (1990) 212-252
with F. S. Accetta and A. Chodos
“Deformed single-particle levels in the boson-fermion model”
Physical Review Letters 63 (1989) 2204-2207
with Amiram Leviatan
“Properties of wormhole calculus”
Physical Review D 39 (1989) 452-461
with F. S. Accetta, A. Chodos and F. Cooper
“A study of heavy-ion reactions in the algebraic scattering theory”
Physics Letters B 201 (1987) 183-186
with Y. Alhassid and F. Iachello