姓 名 | 张婷婷 | 职 称 | 优秀青年学者(讲师) | |
性 别 | 女 | 研究方向 | 金融数学,运营管理 | |
出生年月 | 1994年8月 | 联系方式 | ttzhang1118@suda.edu.cn | |
最后学历 | 博士 | 毕业学校 | 中国科学技术大学 | |
介 绍: | Education 2016-09 ~ 2022-03, University of Science and Technology of China, Ph.D program supervised by Prof. Lijun Bo 2018-09 ~ 2020-09, Carnegie Mellon University, Joint Ph.D program supervised by Prof. Johannes Muhle-Karbe 2018-09 ~ 2018-12, Rutgers, The State University of New Jersey, Visiting Scholar program supervised by Prof. Meng Li
Academic Appointments 2023-03 ~ Now, Soochow University, Lecturer
Research Interests Mathematical Finance FinTech Product Evaluation Optimal Stopping and Free Boundary Problems
Published Papers in Math Finance/Economics [1] Bo, L., Li, M., & Zhang, T. (2023). Evaluation Timing with Dynamic Information: Optimization and Heuristic. Production and Operations Management (UTD-24, FT50), Forthcoming [2] Bo, L., Liu, Y., & Zhang, T. (2021). Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing. Quantitative Finance, 2021, 21(7), 1187-1206. [3] 薄立军; 张婷婷; 徐明雯婵; 基于平均场博弈的新冠肺炎最优防控力度切换策略. 应用概率统计, 2021, 37(3): 274-290
Working Paper [4] Bo, L., Li, M., & Zhang, T. (2023). Evaluation Timing with Dynamic Information: Optimization and Heuristic. Production and Operations Management (UTD-24, FT50), Minor Revision [5] Bo, L., Li, M., & Zhang, T. (2023). Sale Timing of Crypto Miners. Under Review
Awards and Grants China Scholarship Council for Jointly Ph.D. 2018.09-2020.09 National Scholarship 2016.12 |