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Name : XU Jing Department : Department of Finance Title : Associate Professor Degree : Ph.D. Phone : Email :xujing8023@cqu.edu.cn |
Positions
Associate Professor, School of Economics and Business Administration, Chongqing University
Education
Ph.D., Renmin University of China, Beijing,, China, 06/2008,
M.Phil, Renmin University of China, Beijing, China, 06/2005
B.E., Harbin University of Science and Technology, Heilongjiang Province, China, 06/2002
Research Interests
(1) Financial derivatives: Pricing financial derivatives under an uncertain condition, including uncertain return rates and uncertain volatility;
(2) Dynamic risk measurement;
(3) Nonlinear expectation and its application in finance.
(4) Low carbon economics
Selected Papers
1) Xu J and Zhang Bo, Martingale Characterization of G-Brownian Motion, Stochastic Processes and their Applications, Vol.119, No.1, 232-248 .2009.(SCI)
2) Xu J, Kannan D, and Zhang Bo. Optimal Dynamic Control for Defined Benefit Pension Plans with Stochastic Benefit Outgo, Stochastic Analysis and Applications， Vol.25, No.1, 201-236. 2007.(SCI)
3) Zhang Bo, Xu J. and Kannan D. A Backward Stochastic Differential Equation Model in Life Insurance，Dynamic Systems and Applications Vol.16（2），327-336 .2007.(SCI)
4) Zhang Bo, Xu J and Kannan, Extension and Application of Ito’s Formula under G-Framework, Stochastic Analysis and Applications, Vol.28, No.2, 322-349. 2010.(SCI)
5) Xu J and Zhang Bo, Martingale Property and Capacity under G-Framework, Electronic Journal of Probability, Vol.15, 2041-2068. 2010.(SCI)
6) Xu J, Shang Hao and Zhang Bo, A Girsanov Type Theorem Under G Framework, Stochastic Analysis and Applications，Vol.29, 2011，to appear. (SCI)
7) Jing, Xu，Bo Zhang., Doob’s Martingale Inequality in G-Framework. DCDIS A，Supplement ,Advances in Neural Networks, vol.14(s1) (2007) 742-745.
Teaching (2011-2016)
B.A. Program: International Finance; 6 terms; 240 hours
Financial Derivatives; 3 terms; 144 hours
M.F. Program: Fundamentals of Financial Mathematics; 1 term; 32 hours
