Teaching and Research

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ZHAN Huirong

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教育背景

Education background

B.A. Mathematics, Nanchang University, 1993-1997

M.A. Mathematics, Xiamen University, 1997-2000

Ph.D Mathematics, Peking University, 2000-2003

工作经历

Work experience

International Business School, Beijing Foreign Studies University from 2003 till now

教学研究

Research field

Option Pricing; Risk Management

Taught courses :

Calculus, Financial Engineering

科研成果

Publications

Pricing European option under uncertain environment,Proceedings 2012 The 2nd International Conference on Business Management and Electronic Information, 2012, 93-96

The fuzzy pricing of Asian options based on weighted possibilistic mean, Mathematics in Practice and Theory, 2011, 41(3): 78-85

A simple approach to valuing Asian rainbow options, International Journal of Electronic Customer Relationship Management, 2010, 4(1): 60-76

Pricing Asian Options Using Fuzzy Sets Theory, Proceedings 2010 International Conference on Artificial Intelligence and Education, 2010, 226-230,Award for Excellent Paper on The 10th Northeast Asia Management and Economics Joint Conference, Chungnam National University, Korea

Valuation of Patents with Multiple Real Options, Science &Technology Progress and Policy, 2009, 26(8): 109-112

Pricing option on the minimum or maximum of two or several geometric ave-rage prices, Mathematics in Practice and Theory, 2008, 38(24): 95-102

Quasi-Monte Carlo Methods for pricing Asian options, Mathematics in Practice and Theory,2005, 35(9): 20-27

Pricing of Asian options with time-dependent parameters, Journal of Management Sciences in China,2004,7(6): 24-29

A new multiple control variate estimator for Asian options, Acta Scientiarum Naturalium Universitatis Pekinensis, 2004, 40(1): 5-11

国际交流

International communication experience

University of Maryland, USA, 2009.9-2010.9, Visiting Scholar

荣誉奖励

Honors and awards

Award for 2008 BFSU Outstanding Head teacher