个人简介
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，助理教授
2018/08-2020/07 美国普林斯顿大学Bendheim金融中心，博士后
近期论文
查看导师最新文章
（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）
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)
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