张婷婷

发布时间:2023-05-11 浏览次数:992

  

姓 名

张婷婷

职 称

优秀青年学者(讲师)


性 别

研究方向

金融数学,运营管理

出生年月

19948

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

Ÿ2016-09 ~ 2022-03, University   of Science and Technology of China, Ph.D program supervised by Prof. Lijun Bo

Ÿ2018-09 ~ 2020-09, Carnegie   Mellon University, Joint Ph.D program supervised by Prof. Johannes   Muhle-Karbe

Ÿ2018-09 ~ 2018-12, Rutgers,   The State University of New Jersey, Visiting Scholar program supervised by   Prof. Meng Li

 

Academic Appointments

Ÿ2023-03 ~ Now, Soochow   University, Lecturer

  

Research Interests

ŸMathematical Finance

ŸFinTech

ŸProduct Evaluation

ŸOptimal 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

ŸChina Scholarship   Council for Jointly Ph.D.             2018.09-2020.09

ŸNational Scholarship                              2016.12

  


 
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