• 金融與統計學院

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    李亞瓊
    來源:管理員 創建于:2019-06-14 點擊數:

    名:李亞瓊

    稱:教授、博士生導師

    辦公地點:

    E - m a i lyqli@hnu.edu.cn

    聯系電話:13507318651

    主要研究方向:金融衍生產品定價,

    貝葉斯統計理論與應用,隨機計算方法與應用

     

    講授課程:

    數理統計,貝葉斯統計,貝葉斯計量經濟學,

    計量經濟學,金融數學,期權定價的數學模型與方法

     

    個人簡介:

    2005-2009,湖南大學,應用數學(金融數學方向),博士學位(在職)

    1999-2004,湖南大學,數量經濟學,碩士學位(在職)

    1979-1983,云南大學,基礎數學,學士

    2007.11-2008.10  英國拉夫堡大學商學院,訪問學者

    招生要求:

    對學術研究有興趣,有較好的隨機過程,數理統計方面的基礎。

    主要研究成果:

    論文

    1. Rui Gao , Yaqiong Li, Lisha Lin. Bayesian statistical inference for European options with stock liquidity. Physica A: Statistical Mechanics and its Application, 2019(SCI)

    2.Ge Li, Yaqiong Li,and Zhaohui Yuan. Finite-Time Stabilization of Memristive Cohen Grossberg  Neural Networks with Time-Varying Delay. Complexity. 2018(SCI)

    3. Lisha Lin, Yaqiong Li, Jing Wu,The pricing of European options on two underlying assets with delays. Physica A: Statistical Mechanics and its Application, 2018(SCI, SSCI)

    4. 張玉林,李亞瓊,羅 漢. The Pricing of Better - of Options with Delayed sponse. 經濟數學, 2016

    5. 李亞瓊,黃立宏. 漂移項和擴散項具有時滯的股票期權定價.經濟數學, 2011(CSCD)

    6. Yaqiong Li, Lihong Huang. Anti-periodic solutions for a class of Liénard-type systems the

    continuously distributed delays. Nonlinear Analysis: Real World Applications, 2009 (SCI)

    7. Lujun  Zhou, Yaqiong  Li. A dynamic IS-LM business cycle model with two time delays in

    capital accumulation equation. Journal of Computational and Applied Mathematics, 2009(SCI, SSCI) 

    8. 李亞瓊, 黃立宏. 紅利支付下具有時滯的股票期權定價. 湖南大學學報(自然科學版)

    2009(EI)

    9. 趙雪芳, 李亞瓊.基于Panel Data 的中國農業發展因素的實證分析.數理統計與管理.2009 (CSCD)

    10. Lujun Zhou, Yaqiong Li. A generalized dynamic IS-LM model with delayed time investment processes. Applied Mathematics and Computation, 2008 (SCI, SSCI) 

    11. Yaqiong Li, Lihong Huang. Exponential convergence behavior of solutions to shunting inhibitory cellular neural networks with delays and time-varying coefficients. Mathematical and Computer Modelling, 2008(SCI)

    12. Yaqiong Li, Lihong Huang. New results of periodic solutions for forced Rayleigh-type equations. Journal of Computational and Applied Mathematics, 2008(SCI)

    13. Yaqiong Li , Hua Meng, etc. Exponential convergence behavior of shunting inhibitory cellular

    neural networks with time-varying coefficients. Journal of Computational and Applied Mathematics, 2008(SCI)

    14. Yi Tang ,Yaqiong Li. New results of periodic solutions for a kind of Duffing type p-Laplacian equation. Journal of Mathematical Analysis and Applications. 2008(SCI)

    15. Hua Meng, Yaqiong Li. New convergence behavior of shunting inhibitory cellular neural networks with time-varying coefficients. Applied Mathematics Letters. 2008 (SCI)

    專著

    1. 李亞瓊,黃立宏,全志勇.擴展的期權定價模型與貝葉斯實證研究,湖南大學出版社,2016.12

    2. 李亞瓊,黃立宏等.經濟數學動態經濟分析與貝葉斯計量經濟學,湖南大學出版社,2011.8

    3. 李亞瓊,黃立宏.雙幣種期權與時滯期權定價研究,湖南大學出版社,2011.1

    主持的科研項目

    1. 金融市場具有時滯的期權定價及其風險管理研究,國家自然科學基金(面上項目)

    2012.1-2015.12

    2. 具有時滯響應的期權定價模型及研究,湖南省自然科學基金(面上項目),2010.1-2012.6

    3. 雙幣種期權定價及其風險管理研究,湖南省科技廳2009.1-2009.12

     

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