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○个人简介
梁进教授1989年在北京大学获得应用数学专业理学博士学位后曾到国外留学多年并在英国取得金融数学MSc学位。之后又在英国的金融相关部门工作多年，主持过3项金融产品的开发和推广，熟悉国外金融业务，有丰富的金融实践经验。在学术研究方面，发表了三十余篇学术论文。2005年回国加入了同济大学金融数学研究的队伍，在金融二叉树方法最佳收敛速率方面完成了多篇论文并有所建树。先在正在进行集合理财产品和据相关性的信用衍生产品CDS产品方面的研究。

教学授课:金融数学基础,数学建模,数理方程,数量金融理论,高等数学,自由边界选讲等


○工作简历
•时间•单位•职务

2006.03-至今同济大学教授



○教学概况
暂无记录

○科研情况
近期论文：
1.＊JinLiang,BeiHu,LishangJiang,BaojunBian,“ConvergentRateforBTMoftheAmerican
Options”,toappearinNumerischMathematik
2.JinLiang&LishangJiang,“TheOptimalConvergentRateforBTMoftheAmericanOptions
withJumpDiffusion”,submitted.
3.BeiHu,LishangJiang&JinLiang,“OptimalConvergenceRateoftheBinomialTreeScheme
forAmericanOptions”,toappear.
4.JianweiLin&JinLiang,“PricintofthePerpetualAmericanandBermudanOptionsby
BinomialTreeMethod”,toappearinFront.Math.China.
5.LiangJin,“OnaHighOrderSpinWaveSystemwithNonlinearFreeTerm”,JPartialDiff.
Eqs.19(2006),80-96
6.周鹏，梁进，“信用违约互换定价分析”，将发表于高校应用数学学报。

往期论文：
1.JinLiang:“TheReaction-DiffusionSystemwithoutQuasi-monotoneConditions”,ActaScientiarumNaturaliumUniversitatisPekinensis,No.3(1987)9-20(Chinese,Englishsummary).MathematicsReview(M.R.).89h:35160
2.LiangJin,``PartialRegularityofEllipticSystemsbyBlow-upmethod”,BollettinoU.M.I.(6)5-A,(1986)443-448.M.R.88a:35084
3.LiangJin,“TheSpinWaveSysteminFerromagneticLattics”,J.PartialDifferential
Equations,2,No.1(1989)31-39.M.R.90k:82093
4.LiangJin,“TheOne-DimensionalQuasilinearVeriginProblem”,J.PartialDifferentialEquations,4,No.2(1991)74-96.M.R.92f:35088
5.JiangLishang&LiangJin,“ThePerturbationoftheInterfaceoftheTwo-dimensionalDiffractionProblemandanApproximatingMuskatModel”,J.PartialDifferential
Equations,3,No.2(1990)85-96.M.R.91f:35274
6.LiangJin,“OntheSemiconductorSystem”,J.PartialDifferentialEquations,5,No.1
(1992),69-78.M.R.92m:35133
7.LiangJin&YeQixiao,“TheMonotoneMethodontheSub-StronglyCoupledReaction-DiffusionSystems”,PortugaliaeMathematica,50,Fasc.2(1993),193-204.M.R.94h:35120
8.J.Liang,“Weakly-CoerciveQuasilinearEllipticEquationswithInhomogeneousMeasureData”,Progressin
PartialDifferentialEquations:EllipticandParabolicProblems,PitmanResearchNotesin
MathematicsSeries266,LongmanScientific&Technical,(1992),182-192.M.R.94b:35116
9.J.Liang,“OntheProblemofPiston-likedisplacementsinPorousMedia”,FreeBoundaryProblemsinFluidFlowwithApplications,
PitmanResearchNotesinMathematicsSeries282,LongmanScientific&Technical,(1993),114-120.M.R.93k:00036
10.J.Liang,“DirichletProblemforaNonlinearIntegrodifferentialSemiconductorSystemfrom
N-GaasModel”,ProceedingsofInternationalConferenceonDifferentialEquations,Barcelona
1991,WorldScientific,(1993),694-698.
11.*J.Liang&L.Santos,“OnaKindofNonlinearHighOrderVariationalInequalitySystem”,
DifferentialandIntegralEquations,6,(1993),1519-1530.M.R.94g:35105
12.*ZhimingChen,K.-H.Hoffmann&JinLiang,“OnaNonstationaryGinzburg-LandauSuperconductivityModel”.MathematicalMethodsintheAppliedSciences16(1993),
855-875.M.R.94k:35312
13.*J.Liang,“OnaNonlinearIntegrodifferentialDrift-DiffusionSemiconductorModel”,SIAMJ.Math.Anal,25,No.5(1994),1375-1392.M.R.95g:35205
14.JinLiang,“DiscountinuousNonlinearitiesandFreeBoundaryProblems”,FBPNews,No.5,
July(1994),4-5.
15.*JinLiang&QinTiehu,“AsymptoticBehaviourofWeakSolutionstoBoundaryValue
ProblemforDynamicViscoelasticEquationwithMemory”,ProceedingsoftheRoyalSocietyof
Edinburgh,125A(1995),153-164.M.R.96b:35214
16.*Jin.Liang,“TheRegularityoftheSolutionfortheCurlBoundaryProblemsandGinzburg-LandauSuperconductivityModel”,MathematicalModelsandMethodsinAppliedSciences,4
(1995),529-542.M.R.96c:35155
17.*JinLiang&TangQi,“AsymptoticBehaviouroftheSolutionsofanEvolutionaryGinzburg-LandauSuperconductivityModel”,J.Math.Amal.Appl.,195(1995),92-107.M.R.96h:35209.
18.JinLiang&J.F.Rodrigues,“ExistenceofSolutionsforQuasilinearWeaklyCoerciveElliptic
VariationalInequality”,J.PartialDifferentialEquation,8(1995),205-210.M.R.96h:35076.
19.A.Decarreau,JinLiang&J.M.Rakotoson,``TraceImbeddingsforT-SetsandApplicationtoNeumann-DirichletProblemswithMeasuresIncludedintheBoundaryData",AnnalesdelaFacultedes
Sciences,V(1996)443-470.
20.JinLiang&J.F.Rodrigues,“QuasilinearEllipticProblemswithNonmonotone
DiscontinuitiesandMeasureData”,PortugaliaeMathematica,53(1996)239-252.M.R.97d:35075.
21.JinLiang,“AHighOrderSpinWaveSystemwithTimePeriodicCondition”,Trendsin
ApplicationsofMathematicstoMechanics,PitmanMonographsandSurveysinPureandApplied
Mathematics77,Londman(1995),37-44.
22.*JinLiang,“RegularityofSolutionsforArbitraryOrderVariationalInequalitieswith
GeneralConvexSets”,AnalyseNonlineaire,14(1997),719-758.
23.JinLiang,“Onconvergenceofasequenceofparameterizedclosedconvexsetsandits
applications”.J.PartialDifferentialEquations.13(2000),361-383.

-标有*的论文发表在sci杂志上

学位论文：
数学硕士:郑州大学数学系，导师陈国旺(1985)，论文题目：“SpinWaveSysteminFerromagenticLatticsandaNonlinearHighOrderPartialDifferential
System”；
科学博士:北京大学数学系，导师姜礼尚(1989)，论文题目：“ThePerturbationoftheInterfaceoftheDiffractionProblemandthePiston-likeDisplacementinPorousMedia”；
金融数学MSC:英国爱丁堡大学/Heriot-Watt大学(2000)，论文题目：“AnalysisandDynamicProgrammingforMeasuringBrokersPerformance”。




○论文著作
•论文名•年份


"ValuationofCreditDefaultSwapwithCounterpartyDefaultRiskbyStructuralModel"byPengZhou2007

详细信息:
论文名：
"ValuationofCreditDefaultSwapwithCounterpartyDefaultRiskbyStructuralModel"byPengZhou

作　者：
梁进

年　份：
2007

简　介：
Thispaperprovidesamethodologyforvaluingcreditdefaultswapswithcoun-terpartydefaultrisk.Usingthestructuralframework,weconsiderthecorrelationofthereferenceentityandthecounterpartybystudythejointdistributionofthem.Themodelisappliedtothevaluationofvanillacreditdefaultswapswhenthecounterpartymaydefault.TheclosedpricingformulaofCDSisobtained.Somenumericalcalculationisimplemented.

下　载：
http://www.tjmath.com/upload/200706/38_1182988302.pdf



"OntheConvergenceRateoftheBinomialTreeSchemeforanAmericanOptionwithJump-Diffusion"b2007

详细信息:
论文名：
"OntheConvergenceRateoftheBinomialTreeSchemeforanAmericanOptionwithJump-Diffusion"b

作　者：
梁进

年　份：
2007

简　介：
Americanputoptionwithjump-diffusioncanbemodelledasavariationalinequalityproblemwithanintegralterm.Underthestabilitycondition$\frac{\sigma^2\Deltat}{\Deltax^2}\le1$,where$\Deltax=\ln\frac{S_{n+1}}{S_n}$,theconvergencerate$O((\Deltax)^{2/3}+(\Deltat)^{1/3})$oftheexplicitfiniteschemeforthisproblemisobtainedbyusingpenalizationtechnique.Thebinomialtreeschemeofthismodel,whichisequivalenttotheexplicitscheme,isconvergentbythesamerate.

下　载：
http://www.tjmath.com/upload/200706/38_1182924093.pdf



"PricintofthePerpetualAmericanandBermudanOptionsbyBinomialTreeMethod",byJianweiLina2007

详细信息:
论文名：
"PricintofthePerpetualAmericanandBermudanOptionsbyBinomialTreeMethod",byJianweiLina

作　者：
梁进

年　份：
2007

简　介：
Inthispaper,weconsiderthebinomialtreemethodforpricingperpetualAmericanandperpetualBermudanoptions.Theclosedformsolutionsofthesediscretemodelsaresolved.ExplicitformulasfortheoptimalexerciseboundaryofperpetualAmericanoptionisobtained.AnonlinearequationwhichissatisfiedbytheoptimalexerciseboundariesofperpetualBermudanoptionisfound

下　载：
http://www.tjmath.com/upload/200706/38_1182961821.pdf



"OntheRateofConvergenceoftheBinomialTreeSchemeforAmericanOptions"byJinLiang,BeiHu2007

详细信息:
论文名：
"OntheRateofConvergenceoftheBinomialTreeSchemeforAmericanOptions"byJinLiang,BeiHu

作　者：
梁进

年　份：
2007

简　介：
AnAmericanputoptioncanbemodelledasavariationalinequality.Withapenalizationapproximationtothisvariationalinequality,theconvergencerateO((dx)^{2/3})oftheBinomialTreeSchemeisobtainedinthispaper.

下　载：
暂无



"ONAHIGHORDERSPINWAVESYSTEMWITHANONLINEARFREETERM"byJinLiang,JPartialDiff.Eqs.192006

详细信息:
论文名：
"ONAHIGHORDERSPINWAVESYSTEMWITHANONLINEARFREETERM"byJinLiang,JPartialDiff.Eqs.19

作　者：
梁进

年　份：
2006

简　介：
Inthispaper,wedeductanewspinwavemodelinlattices,whichisanonlinearhighorderdegenerateparabolicsystemwithanonlinearfreeterm.Inafurthertheoretical,byusingaparameter²approximation,theexistenceofaweaksolutionhasbeenobtained.

下　载：
http://www.tjmath.com/upload/200706/38_1182961533.pdf







○获奖信息
暂无记录

○基本信息


姓名：梁进
职称：教授
所在部门：
研究方向：金融数学
个人主页：
电话：65983240-309
邮箱：liang_jin@mail.tongji.edu.cn
通讯地址：