谢德军
2016-12-10 11:50:00

Dr. Xie’s main research fields are quantitative finance and economics. He is particularly interested in mathematical modeling of financial/economic problems and using both analytical and computing methods to study the problem from financial decision maker’s point of view. The topics he has been recently working with include option pricing, credit risk, interest rate modeling and derivatives, and real estate finance.


教育经历

◆ 2007年,匹兹堡大学应用数学博士学位

◆ 2003年,匹兹堡大学数学硕士学位

◆ 2002年,匹兹堡大学约瑟夫•卡茨工商管理学院 MBA


工作经历

◆ 2013–— , 南方科技大学,助理教授

◆ 2010-2012,西交利物浦大学,讲师

◆ 2007-2009,特拉华大学,博士后研究员

◆ 2004-2007,匹兹堡大学大学,Teaching Fellow


所获荣誉

◆ 2010, Best Paper Award, IAENG Conference on Industrial Engineering

◆ 2002, First Prize, Portfolio Management Contest, Katz Graduate School of Business


代表文章

◆ A Semi Discrete Model For Mortgage Valuation and its Computation by an Adaptive Finite Element Method, International Journal of Numerical Analysis and Modeling, to appear, co-authored with S. Zhang

◆ Computing Value at Risk in OpenCL on the Graphics Processing Unit, Lecture Notes in Electrical Engineering, 329 (2014), 71-78, co-authored with N. Zhang & K. L. Man

◆ Parallel Generation of Optimal Mortgage Refinancing Threshold Rates, Lecture Notes in Computing Sciences, 7861 (2013), 665-675, co-authored with N. Zhang, E. G. Lim, K. Wan, & K. L. Man

◆ Bayesian Estimation of CIR Model, Journal of Data Sciences, 10 (2012), 271-280, co-authored with X. Feng

◆ Empirical Analysis of Housing Prices in Chinese Market, International Journal of Trade, Economics and Finance, 3 (5), (2012), 388-392, co-authored with J. Wang

◆ Stochastic Modeling of Stock Volatilities with Applications in Financial Forecasting, International Journal of Statistics and Probability, 1 (2012), 2-19, co-authored with J. Zheng

◆ Characterization of the American Put Option Using Convexity, Applied Mathematical Finance, 18 (2011), 353-365, co-authored with D. Edwards, G. Schleiniger, & Q. Zhu

◆ An Asymptotic Method to a Financial Optimization Problem, Advances in Machine Learning and Data Analysis, S. Ao, et al., eds. New York: Springer (2009), 79-94, co-authored with D. Edwards & G. Schleiniger

◆ Fixed Rate Mortgage Contract: A Closed Form Approximation, International Journal of Applied Mathematics, 1, (2009), 16-25

◆ An Integral Equation Approach to Pricing Fixed Rate Mortgages, Far East Journal of Applied Mathematics, 35 (2), (2009), 233-242

◆ Numerical Valuation of Fixed Rate Mortgages, International Journal of Applied Mathematics, 38 (2008), 89-98

◆ Optimal Payment of Mortgages, European Journal of Applied Mathematics, 18 (2007), 363-388, co-authored with X. Chen & J. Chadam

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