李平 - 北京航空航天大学

个人简介

学习和工作简历 2002.05--现在：北京航空航天大学经济管理学院金融系，副教授、教授、博导 2009.09—2009.12：美国哥伦比亚大学统计系和IEOR系，访问学者 2008.11—2009.08：美国南卡罗来纳大学商学院金融系，访问学者 2006.07—2006.09：香港城市大学计算机系，访问学者 2006.09—2006.11：香港中文大学系统工程和工程管理系，访问学者 2000.05—2002.05：中科院数学与系统科学研究院，博士后 2001.03—2001.06：奥地利维也纳理工大学金融数学系，访问学者 2001.06—2001.06：德国洪堡大学随机数学所，访问学者 1997.09—2000.05: 中国科学院数学与系统科学研究院，博士学习奖励情况北航“蓝天（科研）新星”称号，2006 北京市统战部优秀调研成果三等奖，并被转化为2012年北京市政协提案 2015年度“金融系统工程与金融风险管理国际会议优秀论文奖” 2014年度“金融系统工程与金融风险管理国际会议优秀论文奖” 2010年度“金融系统工程与金融风险管理国际会议优秀论文奖” “第三届应急管理科学家论坛&金融风险管理论坛（2014年）”优秀论文奖, 2014. 11 社会服务及其他工作经历 2015.8-现在：首创集团金融管理部，副总经理（挂职） 2010.1-现在：民主建国会北京市金融委员会，委员 2015.7-现在：民建北航支部主委 2009.10-现在：中国系统工程学会金融系统工程分会，理事 2009.10-现在：中国运筹学会金融工程及金融风险管理分会，理事 2010.7-12: 海淀区房屋管理局挂职，局长助理

研究领域

固定收益证券证券投资理论与方法信用风险金融风险管理金融衍生产品

近期论文

查看导师新发文章（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）

Li Ping,Huang Guangdong.An improved genetic algorithm with an application in sports competition scheduling，Proceedings of the Second International Symposium on Intelligence Computation and Application Huang Guang-Dong, Wang Shou-Yang,Li Ping.Option Pricing, Martingale Measure and Optimal Consumption for Discrete-time Incomplete Financial Markets. In: Proceedings of ICIM (International Conference on Industrial Management) Yunwei Zhang,Li Ping.A Copula Method to Measuring Extreme Financial Risk with an Example in Asia Financial Crisis, In: Proceedings of the 8th International Conference on Industrial Management Ma Tingting,Li Ping.A Copula Approach to Integrated Risk Measurement for Banks, Proceedings of the 9th International Conference on Industrial Management Zheng Siquan,Ping Li.Comparative Study on the Models of Optimal Hedge Ratio with Applications to Chinese Fuel Futures, Proceeding of the 10th International Conference on Industrial Management G.D. Huang, S.Y. Wang, P.,Li.Martingale measure method for optimal portfolio-consumption in discrete-time incomplete markets (Jointly with), In Proceedings of ICOTA (International Conference on Optimization: Theory and Applications) 5 Li Ping,Huang Guangdong.Wang Qun. A hybrid ACO-GA with an application in sports competition scheduling，Proceedings of SNPD (8th International Conference on Software Engineering, Artificial Intelligence Hua; Truta, Xiaoxun; Wang,Sun.Traian Marius; Li, Jiuyong; Li, Ping, (p+,α)-sensitive k-anonymity: A new enhanced privacy protection model, Proceedings–2008 IEEE 8th International Conference on Computer and Information Technology X.J. Shi, G.D. Huang, H.S. Chen, P.,Li.Li, P., H.S. Chen, G.D. Huang and X.J. Shi X.J. Shi, G.D. Huang, H.S. Chen, P.,Li.On Portfolio’s Default-Risk-Adjusted Duration and Value: Model and Algorithm Based on Copulas, Lecture Notes in Computer Science Li Ping,Ding Qianyan.Pricing of Multi-asset Options Using Monte Carlo Method，Proceedings of The 1st International Conference on Information Science and Engineering Li Ping,Li Zezheng.Using Dynamic Copula Method for CDO Pricing，Proceedings of The 1st International Conference on Information Science and Engineering (ICISE2009) Du Changquan,Ping Li.Credit Spread Option Pricing by Dynamic Copulas，Proceeding of The International Conference on Data and Knowledge Engineering (ICDKE) Ping, Li, Hui,He.Dynamic asset allocation based on copula and CVaR, International Conference on Management and Service Science Yin., Libo, Ping,Li.A copula-based regime-switching model for rainbow option pricing, Proceedings of the 2012 5th International Conference on Business Intelligence and Financial Engineering, 李平,黄光东.排球比赛中的二传最优过程, 数学的实践与认识李平,黄光东.输电线路阻塞费用的管理, 数学的实践与认识黄光东,李平.二元数字期权定价与copula的关系李平,程鹏.中国发展信用衍生产品的监管问题探析李华,李平.中国沪市β系数和收益率关系的条件检验法李平,陈厚生,朱光.基于Copula的极大/极小期权定价，统计与决策程鹏,李平.工科院校“金融工程”专业研究生课程体系研究，北京航空航天大学学报李平,路阳.基于Copula函数的风险预算新方法，统计与决策马婷婷,李平.基于Copula的我国商业银行整体风险度量李平,孙志武.航空发动机研制项目风险分析指标体系设计，北京航空航天大学学报杜冬云,李平,潘慧峰,吴卫星.基于MATLAB 的金融工程方法及应用付文燕,李平.中国CRM息差与债券信用利差关系的实证研究.金融经济学研究丁倩岩,张馨匀,李平.基于时变t-Copula的抵押外汇契约(CFXO)定价研究路阳,黄光东,李平.基于Copula理论的多心理帐户组合VaR模型与基金风险管理，系统工程理论与实践黄光东,曲博,李平.基于Fréchet Copula的欧式脆弱期权定价 Wang Haibo,Li Ping.A Factor Model for the Calculation of Portfolio Credit VaR,Procedia Computer Science Yan Jia-An,Li Ping.Growth optimal portfolio for a discrete-time financial market. Advances in Mathematics Xia Jian-Ming,Li Ping.Minimal martingale measures for discrete-time incomplete financial markets. Acta mathematicae Applicatae Sinica Yan Jia-An, Xia Jian-Ming,Li Ping..Martingale measure method for Utility maximization in discrete-time incomplete financial market Chen Housheng,Li Ping.A Copula Approach to Default Correlation and the Pricing of Basket Default Swap, American Journal of Mathematical and Management Sciences (AJMMS) LiuJie,Li Ping.Design and Pricing of Chinese Contingent Convertible Bonds，Journal of Systems Science and Information G.D. Huang, P., Shi, P.,Li.A New Algorithm Based on Copulas for Financial Risk Calculation with Applications to Chinese Stock Markets. Lecture Notes in Computer Science Zhang SM, Deng XT, Chen HS,Li P.On default correlation and pricing of collateralized debt obligation by copula functions Shi Peng, Li Ping,Cheng Gang.A New Algorithm Based on Copulas for VaR Valuation with Empirical Calculations, Theoretical Computer Science Wang Shouyang,Li Ping.Optimal Martingale Measure Maximizing the Total Utility of Consumption with Applications to Contingent Claim Pricing, Optimization, Xiaojun Shi, Guangdong Huang, Shi Peng,Li Ping.Pricing of LIBOR Futures by Martingale Method in Cox-Ingersoll-Ross Model Xiaojun Shi, Guangdong Huang, Shi Peng,Li Ping.Pricing of LIBOR Futures by Martingale Method in Cox-Ingersoll-Ross Model Jing Song,Li Ping.Pricing Chinese Convertible Bonds withDynamic Credit Risk，Discrete Dynamics in Nature and Society Wang Xiaoxu,Li Ping.Empirical Pricing of Chinese Defaultable Corporate Bonds Based on the Incomplete Information Model Li Zezheng,Li Ping.Change Analysis of Dependence Structure andDynamic Pricing of Basket Default Swaps, European Financial Management