主要教育经历

2013/09-2018/07 北京大学光华管理学院，商务统计与经济计量专业，经济学博士

2009/09-2013/07 南开大学数学科学学院，应用数学专业，理学学士

主要工作经历

2020/09-今 中国人民大学商学院，副教授

2018/08-2020/07 美国普林斯顿大学Bendheim金融中心，博士后

金融计量、金融工程、随机建模、应用概率论

资产定价

主要学术论文

1. “Implied Stochastic Volatility Models”, with Yacine Aït-Sahalia and Chenxu Li, forthcoming in The Review of Financial Studies.

2. “Closed-form Implied Volatility Surfaces for Stochastic Volatility Models with Jumps”, with Yacine Aït-Sahalia and Chenxu Li, forthcoming in the Journal of Econometrics.

3. “Maximum Likelihood Estimation of Latent Markov Models Using Closed-Form Approximations”, with Yacine Aït-Sahalia and Chenxu Li, forthcoming in the Journal of Econometrics.

4. 《随机杠杆效应对隐含波动率曲面期限结构的影响分析》，与李辰旭合作，金融学季刊, 2018, 012(001):151-177.

主要学术会议报告

1. 2020/09   Financial Math Seminar (Online, Princeton University)

2. 2018/06   2018 International Symposium on Financial Engineering and Risk Management (Shanghai, China)

3. 2018/05   The 11th China-R Conference (Beijing, China)

4. 2018/05   The 3rd PKU-NUS Annual International on Quantitative Finance and Economics (Beijing, China)

5. 2017/05   2017 BCF-QUT-SJTU-SMU Conference on Financial Econometrics (Princeton, USA)

6. 2017/03   2017 Stanford-Tsinghua-PKU Conference in Quantitative Finance (Beijing, China)

7. 2016/12   The 10th ICSA International Conference (Shanghai, China)