MAO Erwan

Associate Professor

Ph.D. in Finance, Tsinghua University, China

教育背景 Education Background

Education background (including Education and training experiences)

Tsinghua University School of Economics and Management，Postdoctoral，in Financial Engineering ,2000;

Chinese Academy of Sciences Academy of Mathematics and Systems Science, PhD, in Mathematical Economics, 1998;

Sichuan University School of Mathematical Science，MS，in Nonlinear Analysis，1989 ;

Hebei Normal University School of Mathematical Science, BS, in Mathematics, 1984.

工作经历 Work Experience

Work experience

May 2004-now IBS of BFSU, Teaching and scientific research;

Jan 2002-2004, Fund corporation of Dacheng, senior Financial Analyst;

August 2000-Jan 2001 Tsinghua University, Teaching and scientific research

August 1984- August 1995, Hebei Normal University Teaching and scientific research

教学研究 Taught Courses & Research Field

Research field

Financial Economics、 Financial Mathematics、Risk Measures and Risk Management、 Asset Pricing

Taught courses

Investment, Financial engineering, Linear Algebra, Probability and Statistic, Advanced Investment Science and Portfolio Analysis, Financial Economics, Stochastic Models for Financial Market, Apply Game theory, Mathematical Analysis, Real Analysis, Functional Analysis

科研成果 Achievements in Academic Research

Achievements in academic research

Participate in Nation fund graveness item—“Financial Mathematics, Financial Engineering and Financial Management” （79790130）

Take in hand Postdoctoral fund item.

Published articles Include：

Mao Erwan (1997)Fixed point theorem for discontinuous maps in Banach space（Journal of Mathematical Research and Exposition，Vol 17 NO.2）

Mao Erwan (1998)Some Errors in the paper programming with Semi-locally convex functions (Journal of Mathematical Research and Exposition，Vol 18 NO.1）

Mao Erwan (1999)Existence of Expectation Equilibrium of Infinite Period Asset Economics With Transaction Costs（Mathematica Applicata， 12（4）53－56）

Mao Erwan (1999)Existence of Equilibrium of Infinite Period Asset Economics With liquidation Restriction（Mathematics in Economics，1999，16（3），11－16）

Mao Erwan (1999)Innovation Principle of Financial Intermediate（Modern Economics，No.3）

Mao Erwan Song Fengming(2000)Risk, Return, Arbitrage and Valuation（Journal of Systems Engineering，Vol.15 No.4）

Mao Erwan Song Fengming (2000)Martingales and Arbitrage in Securities Markets with Frictions (Systems Engineering —Theory Methodology Applications, Vol.9 No.3）

Mao Erwan Song Fengming(2001)Risk Arbitrage and the First Fundamental Principle of Asset Pricing（Systems Engineering—Theory & Practice,Vol.21No.1）

Mao Erwan(1999) Existence of Expectation Equilibrium of Real Asset Economics With Transaction Costs (APPLIED MATHEMATICS A JOURNAL OFCHINESE UNIVERSITIES ，14（4）)

Mao Erwan Song Fengming(2001)The Existence of Expectation Equilibrium of Real-Asset Economies with Transaction Costs and the Producing Process of Real Assets（JOURNAL OF ENGINEERING MATHEMATICS Vol.18 No.2）

Against the God,(translation with other),Tsinghua University Press 1999

Financial Economics （Compile for graduate）, Lining education Press 2001

Introduction to Financial engineering，(Compile)China Machine Press 2006

Principle and practicality in Securities Investment analysis (Compile with other) China Renmin University Press, 2008.