杨念 - 南京大学

个人简介

2014年1月至今任南京大学金融与保险学系助理教授 2013年获香港中文大学系统工程与工程管理学系哲学博士(金融工程) 教学方向固定收益证券资产定价金融衍生品

研究领域

金融工程金融计量金融合约理论

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）

A new delta expansion for multivariate diffusions via the Ito-Taylor expansion (with Nan Chen and Xiangwei Wan). Journal of Econometrics, Vol.209(2), pp.256-288, 2019. The principle of not feeling the boundary for the SABR model (with Nan Chen). Quantitative Finance, Vol.19(3), pp.427-436, 2019. The survival probability of the SABR model: asymptotics and application (with Xiangwei Wan). Quantitative Finance, Vol.18(10), pp.1767-1779, 2018. Pricing continuously monitored barrier options under the SABR model: A Closed-Form Approximation(with Yanchu Liu and Zhenyu Cui). Journal of Management Science and Engineering, Vol.2(2), pp.116–131, 2017. Approximate arbitrage-free option pricing under the SABR model (with Nan Chen, Yanchu Liu, Xiangwei Wan). Journal of Economic Dynamics & Control, Vol.83, pp.198-214, 2017.