博士、讲师
办公室:博学楼703
电话:86-10-64493331
传真:86-10-64492635
Email:jundeng@uibe.edu.cn
教育背景与学术经历
金融数学博士, 2010.9 – 2014.6, 加拿大阿尔伯塔大学
概率论与数理统计硕士 , 2007.9 – 2010.6, 中国人民大学统计学院
数学与应用数学学士, 2003.9 – 2007.6, 中国石油大学(北京)
主要研究方向
信息不对称以及违约金融市场的无套利,金融工程,随机分析,数量金融
主要教学课程
金融风险管理,金融工程
学术文章
[1] How Non-Arbitrage, Viability and Numéraire Portfolio are Related, (with Tahir Choulli and Junfeng Ma). To appear in Finance and Stochastics, 2014
[2] 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.
[3] Non-Arbitrage up to Random Horizon for Semi-martingale Models, (with Anna Aksamit, Tahir Choulli and Monique Jeanblanc). Submitted, 2014.
[4] Non-Arbitrage for a Class of Honest Times, (with Anna Aksamit, Tahir Choulli and Monique Jeanblanc). Submitted, 2014.
[5] Structure Conditions under Initial Enlargement of Filtration, (with Tahir Choulli).Submitted, 2014.
[6] Structural Models under Additional Information, (with Tahir Choulli). Preprint, 2014.
[7] Non-arbitrage for Informational Discrete Time Market Models, (with Tahir Choulli).Preprint, 2014.
学术经历
• 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.
所获荣誉与奖励
• Dr. Josephine M. Mitchell Scholarship, 2014
• Dr. Josephine M. Mitchell Graduate Student Summer Scholarship, 2011 - 2013