个人简介
张胜良:复旦大学博士,硕士生导师。主要研究金融工程、金融计量。承担国家自然科学基金及教育部人文社科研究规划基金多项,在权威期刊 Journal of scientific computing、Journal of computational physics ,科学院SCI一区期刊 Computers and Mathematics with Applications、Applied Mathematics and Computation ,高水平期刊 Journal of Computational and Applied Mathematics、Engineering Analysis with Boundary Elements、Computational and Applied Mathematics 等发表论文20余篇。
教授课程
本科生课程:金融计量学、金融工程、经济学博弈论、随机过程
研究生课程(硕博士):高级计量经济学、金融市场与机构
留学生课程(硕博士):Financial Econometrics
近期论文
查看导师新发文章
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[1] Meshless symplectic and multi-symplectic local RBF collocation methods for Hamiltonian PDEs,Journal of scientific computing (2021)(SCI Q1, 应用数学类T1期刊)
[2] Meshless symplectic and multi-symplectic local RBF collocation methods for nonlinear schrodinger equation,Journal of computational physics (2021)(SCI Q1,Top期刊,跨学科应用数学类T1期刊)
[3] A multiquadric quasi-interpolations method for CEV option pricing model,Journal of Computational and Applied Mathematics 347(2019) (SSCI, SCI Q1, Top期刊)
[4] A symplectic procedure for two-dimensional coupled seismic wave equations using radial basis functions interpolation,Computers and Mathematics with Applications (2018)(SCI Q1,Top期刊)
[5] Radial basis functions method for valuing options: a multinomial tree approach,Journal of Computational and Applied Mathematics 319(2017) (SSCI, SCI Q1, Top期刊)
[6] A meshless symplectic algorithm for nonlinear wave equation using highly accurate RBFs quasi-interpolation,Applied Mathematics and Computation 314 (2017)(SCI Q1,Top期刊)
[7] A meshless symplectic method for two-dimensional Schodinger equation with radial basis functions,Computers and Mathematics with Applications 72(2016)(SCI Q1,Top期刊)
[8] Convergence of a highly accurate quasi-interpolation method for options pricing,Journal of Financial engineering. Vol. 4, No. 4 (2017)
[9] Conservative multiquadric quasi-interpolation method for Hamiltonian wave equations, Engineering Analysis with Boundary Elements37 (2013)(SCI Q2)
[10] A Meshfree symplectic Algorithm for multi-dimensional Hamiltonian System with Radial Basis Approximation,Engineering Analysis with Boundary Elements 50(2015)(SCI Q2)
[11] Symplectic multiquadric quasi-interpolation approximations of KdV equation, Filomat (2018)(SCI Q3)
[12] A highly accurate RBF quasi-interpolation method for approximating the derivatives, Computational and Applied Mathematics(2021)(SCI Q1)
[13] 基于径向基逼近的KdV方程的无网格辛算法,应用数学(2021)(CSCD)
学术兼职
担任美国数学学会(AMS)评论员(编号:141581),担任Journal of computational physics等多个权威期刊刊源审稿人