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张德涛
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张德涛Detao ZHANG

山东大学经济学院副教授Associate Professor at School of Economics, Shandong University

Email: zhangdetao@sdu.edu.cn

通讯地址:山东省济南市山大南路27号,山东大学经济学院,邮编250100

Mailing Address: NO. 27, South Shanda Road, School of Economics, Shandong University, Jinan, P.R. CHINA. Post Code: 250100

Tel:0531-88361120

学习经历(Education)

2007 - 2009,山东大学数学学院(School of Mathematics, Shandong University),运筹学与控制论博士(PhD in Operation Research and Control Theory)

2005 - 2007,山东大学数学学院(School of Mathematics, Shandong University),运筹学与控制论硕士(Ms in Operation Research and Control Theory)

2000 - 2004,山东大学数学学院(School of Mathematics, Shandong University),统计学学士(Bs in Statistics)

讲授课程

本科生:微积分(Calculus ),线性代数(Linear Algebra),概率论与数理统计(Probability and Statistics),统计学(Statistics)

研究生:经济学与金融学中的随机方法(Stochastic Methods in Economics and Finance)

研究方向

金融数学(Mathematical Finance),金融工程(Financial Engineering),随机控制(Stochastic Control)

发表论文(Publications)

1. MondherBellalah,Detao ZHANG, A Model for International Capital Markets Closure in an Economy with Incomplete Markets and Short Sales, submitted toEconomic Modelling, 2016. (SSCI)

2. MondherBellalah,Detao ZHANG, An Intertemporal Capital Asset Pricing Model under Incomplete Information and short sales, submitted toAnnals of Operation Research, 2016. (SCI)

3. MondherBellalah, Marc Bradford,Detao ZHANG, A General Theory of Corporate International Investment under Incomplete information, short sales and Taxes,Economic Modelling,58, 615-626, 2016. (SSCI)

4. Jianhui HUANG,Detao ZHANG, The Near-Optimal Maximum Principle of Impulse Control for Stochastic Recursive System,Science China: Information Sciences, 59 112206:1–112206:13, 2016. (SCI)

5. Jin MA, Zhen WU, Detao ZHANG,Jianfeng ZHANG,On Wellposedness of Forward-Backward SDEs: A unified Approach,The Annals of Applied Probability, 25(4), 2168-2214, 2015.(SCI)

6. Zongyuan HUANG,Detao ZHANG*, Optimal Portfolio of Corporate Investment and Consumption Problem under Market Closure: Inflation Case,Mathematical Problems in Engineering, 2013. (SCI, EI)

7. Detao ZHANG,Backward Linear Quadratic Stochastic Optimal Control and Nonzero-sum Differential Games Problem with Random Jumps,Journal of Systems Science and Complexity,24(3), 2011.(SCI, EI)

8. Detao ZHANG,Tian ZHANG,Optimal Portfolio of Corporate Investment and Consumption under Market Closure,International Journal of Business, 17(1), 2012.

9. Detao ZHANG,Forward-Backward Stochastic Differential Equations and Backward Linear Quadratic Stochastic Optimal Control Problem,Communications in Mathematical Research,25(5), 402-410, 2009.

注:论文作者排名按照姓名英文字母顺序

主持和参与课题(Grants)

1. 《高维正倒向随机微分方程可解性问题及其在金融保险中的应用》,国家自然科学基金青年科学基金项目,2015/01 -2017/12,主持

2. 《状态受约束的正倒向随机最优控制问题研究及其应用》,国家自然科学基金青年科学基金项目,2017/01 -2019/12,参与,第二位

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关闭

山东省济南市山大南路27号 山东大学经济学院   邮政编码:250100   [管理入口]
电话:86-531-88364625 传真:86-531-88571371 邮箱:econ@sdu.edu.cn