ZHANG Shuguang
Professor of Statistics and Finance


Academic Degrees
PhD, Univ. of Sci. & Tech. of China and Inst. Of Appl. Math. Academic Sinica, 1995;

 

Professional Experience
At USTC since 1995.

Prof., USTC Management School, 2005-present; Assoc. Prof. USTC Management School, 1998~2005; Lecture,  USTC Management School, 1995~1998;

 

Research Areas
Finance Engineering , Stochastic Analysis, Applied Statistics

 

Selected Publications
1.Option games in finite investment project life   Systems Engineering-Theory & Practice,  2011
2. An Optimization Model for the Identification of Temperature in Intelligent Building, Journal of Information Technology Research,2011.6,v4n2,pp61-69
3. Maximizing The Probability Of A Perfect Hedge In The Case Of Stochastic Interest Rate   AMERICAN JOURNAL OF MATHEMATICAL AND MANAGEMENT SCIENCES  2011
4. An Application Of The EM-Algorithm To The Analysis Of Head Circumference Data With Rounding Errors In Measurements  Journal of Statistical Computation & Simulation  2011,  To be appeared
5. Identifying differentially-expressed microRNAs with nonparametric regression with errors in variables BIOINFORMATICS  2011,  To be appeared
6. Behavior of CC4 Neural Network Based on Deriving Vector  Journal of Data Acquisition & Processing, 2005
7. On Pricing Model of The Reset Option with N Predetermined Levels  Journal of Systems Science and Complexity 1(17), 2004
8.  PRICING THE ASIAN OPTION UNDER VASICEK INTEREST RATE Acta Mathematicae Applicatae Sinica 2003
9. The Analytic of Reset Options. the Journal of Derivatives 2000(8),
10.  Growth Optimal Portfolio in A Market Driven by a  Jump-Diffusion-Like or Lévy Process.  Annals of Economics and Finance 2000(1), 101-116
11.  Pricing of European Call Option on Corporate Bond. Appl. Prab. & Stat. 1999,
12. Generalized BSDEs and nonlinear Neumann boundary value problems.UH Probab. Theory Relat. Fields 110, 535-558 (1998),
13. Exponential Convergence Rates of the Project Residue of U-Statistic and  their application. Appl. Prab. & Stat. 1994

 

Courses Taught
Probability
Stochastic Processes
Financial Engineering

 

Contact
Department of Statistics and Finance
Address: Room 1011
School of Management, 96 Jinzhai, Hefei, Anhui, China
Tel: +86 551 3507294
Email: sgzhang@ustc.edu.cn

About School of Management,USTC Website
Copyright © The School of Management,USTC
Laboratory Center Technical Support
Email:weilu@ustc.edu.cn