Jianping Fu's personal website

I'm an assistant professor of mathematics at Tianjin University of Techonology, and I received my Ph.D. from Nankai University under the supervision of professor Yongjin Wang.

Aside from acdemic research, I'm alse interested in blockchain and cryptocurrency technologies, click here for more information.

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Courses

• Fall 2022:
  • Mathematical Statistics;
  • Advanced Statistics;
  • Artificial Intelligence and Information Society;
• Courses I have taught.

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Research interests

• Statistical inference of random processes and its application to asset pricing;
• Machine learning and its application to asset pricing;
• Credit risk modeling;

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Working papers

• Hedging of CDS, a comparison between reduced form approach and structured approach;
• An integrated study of 50ETF index and 50ETF index options;
• Correlation risk and risk premium in CDOs: copula approach;
• A Deep Learning Method for B-S Formula;
• Modeling Default Correlations with Multidimensional Poisson Processes;

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Useful links

• Options Markets by professor Liuren Wu
• Behavioral Finance by professor Andrei Shleifer
• 理工大学 SCI 检索
• SoFiE Fellows
• IAQF Financial engineer of the year
• Winners of Louis Bachelier Prize
• BFS executive committee and council