鄧軍

對外經濟貿易大學講師

人物履歷


博士、講師
教育背景與學術經歷
金融數學博士, 2010.9 – 2014.6, 加拿大阿爾伯塔大學
概率論與數理統計碩士 , 2007.9 – 2010.6, 中國人民大學統計學院
數學與應用數學學士, 2003.9 – 2007.6, 中國石油大學(北京)

專業方向


主要研究方向
信息不對稱以及違約金融市場的無套利,金融工程,隨機分析,數量金融
主要教學課程
金融風險管理,金融工程

學術文章


How Non-Arbitrage, Viability and Numéraire Portfolio are Related, (with Tahir Choulli and Junfeng Ma). To appear in Finance and Stochastics, 2014
Arbitrages in a Progressive Enlargement Setting, (with Anna Aksamit, Tahir Choulli and
Monique Jeanblanc). To appear in Arbitrage, Credit and Informational Risks, Peking University Series in Mathematics: Volume 5, China, 2014.
Non-Arbitrage up to Random Horizon for Semi-martingale Models, (with Anna Aksamit, Tahir Choulli and Monique Jeanblanc). Submitted, 2014.
Non-Arbitrage for a Class of Honest Times, (with Anna Aksamit, Tahir Choulli and Monique Jeanblanc). Submitted, 2014.
Structure Conditions under Initial Enlargement of Filtration, (with Tahir Choulli).Submitted, 2014.
Structural Models under Additional Information, (with Tahir Choulli). Preprint, 2014.
Non-arbitrage for Informational Discrete Time Market Models, (with Tahir Choulli).Preprint, 2014.

學術經歷


· Presentation: Asymmetric information and non-arbitrage, International Symposium on
Differential Equations and Stochastic Analysis in Mathematical Finance, July 12th –16th 2014, Sanya, China.
· Presentation: Non-arbitrage under Uncertainty, AMS Sectional Meeting, MathematicalFinance, University of New Mexico, Albuquerque, NM, 2014.
· Presentation: Non-arbitrage for Informational Markets, Graduate Colloquium, University of Alberta, Edmonton, Canada, 2013.
· Presentation: Optimal Portfolio Versus No-arbitrage and Its Application. In 10th PIMS
· Young Researchers Conference in Mathematics and Statistics, Edmonton, Canada, 2013.
· Presentation: Non-arbitrage for Defaultable Markets, in Mathematical Finance Weeks at
· University of Alberta: Graduate & Research, Edmonton, Canada, 2013.· One-day Course: Stochastic Control and Algorithmic Trading.By Nicholas Westray (Deutsche Bank), University of Alberta, Edmonton, 2012.
· Trading Competition, Organized by MBAs from Business School, Edmonton, 2012.
· Graduate Colloquium, University of Alberta, 2011 and 2013.
· Teaching and Researching Assistant, 2010—2014.

獲獎情況


所獲榮譽與獎勵
· Dr. Josephine M. Mitchell Scholarship, 2014
· Dr. Josephine M. Mitchell Graduate Student Summer Scholarship, 2011 - 2013