文忠桥

时间:2014-06-06浏览:2584

 

基本情况:
   文忠桥(1964- ),男,湖南祁阳人,中国人民大学经济学博士,必赢76net线路金融研究所所长,教授,硕士生导师。
研究领域:金融工程、衍生金融工具、固定收益证券
主要讲授课程:
《金融工程学》、《衍生金融工具》等
主要论文:
1.《信用风险管理―违约率研究》,《国际金融研究》2002年第11期。
2.《市场有效性、信息结构与投资策略》,《经济问题探索》2003年第10期。
3.《国债定价的理论与实践》,《南开经济研究》2004年第5期。
4.《利率期限结构:理论、模型与实证》,《财贸研究》2004年第6期。
5.《国债投资的利率风险免疫研究》,《数量经济技术经济研究》,2005年第8期。
6. 《金融危机下我国股票市场波动非对称性的实证研究》大庆师范学院学报2010.2
7. 《上市公司资本结构影响因素研究》财贸研究2006.3
主要著作:
1.《货币经济学手册》译著第1卷(第11,12章),经济科学出版社,2002年
2.《投资科学》译著(第10-16章),中国人民大学出版社,2005年
3. 《固定收益证券的投资价值分析》经济科学出版社2006年
4. 《市场波动》中国人民大学出版社2007
科研课题:
1.      区域经济协调发展中的财政金融政策效应研究,安徽省社科规划办,2003
2.我国债券收益率的动态趋势研究,安徽省教育厅自然科学基金,2005
3.固定收益证券收益率的动态分析,必赢76net线路,2004
4.我国上市公司融资偏好研究,安徽省人文社科基地
5.“二次成型”的综合宏观利率期限结构模型估计和应用 教育部2012.1-2014.12
6. 基于经验定价核的一种新的不完全市场条件下的期权定价方法研究 国家自然科学基金委2012.1-2014.1
获奖情况:
《国债定价的理论与实践》,安徽省首届中青年理论研讨会,优秀奖
联系方式:
 
 
Zhong Qiao Wen
 
School of Finance, Anhui University of Finance and Economics
255 Hongye Road, Bengbu City, Anhui Province, China, MN. 233041
wenpan9933@sina.com
                      
 
EDUCATION BACKGROUND
 
● Doctor’s Degree,  Major in Finance, Renmin University of China, Beijing, China, July 2003.
● Master’s Degree, Major in Public Finance, Anhui Institute of Finance and Trade, Bengbu, Anhui, China, January 1996.
● Bachlor’s Degree,  Major in Mathematics, Hunan Normal University, Changsha, China, July 1988.
 
● WORK EXPERIENCE
 
● Work in the School of Economics and Finance of Anhui University of Finance and Economics, July 2003-Present.
Taught Courses Include International Finance, Finance, Investment, Insurance Actuaries, Financial Engineering etc.
Take Charge of Finance Institute of Anhui University of Finance and Economics.
● Work in Finance Department of Anhui Institute of Finance and Trade, January 1996- August 2000.
Taught Courses Include International Finance, Finance, Investment, Insurance Actuaries, Financial Engineering etc.
● Work in Mathematics Department of Hunan LingLing College, July 1988-August 1993.
Taught Courses Include Probability and Statistics, Higher Algebra, Real Functions, Higher Geometry, Analytic Geometry etc.
 
● RECENT PUBLICATIONS
 
AUTHORED
 
The Analyses of the Investing Value of Fixed-Income Securities [M], Economic Science Press, 2006.
The Study on the Immunization of Interest Risk of the Investment in Government Bonds [J] 93-101, The Journal of Quantitative and Technical Economics, 2005(8).
Pricing of Government Bonds: Theory and Practice [J] 85-90, Nankai Economics Studies, 2004(5).
The Term Structure of Interest Rates: Theories, Models and Positveness [J] 86-91, Finance and Trade Research, 2004(6).
The Efficiency of Market, Information Structure and the Strategy of Investment [J] 70-74, Inquiry into Economic Problems, 2003(10).
The Measuring Methods of Default Risk of Corporate Bonds [J] 24-28, Beijing Finance, 2003(6).
 
CO-AUTHORED
 
The Research on The Capital Structure and Financing Preference of China’s Listed Companies [M], China Finance Publishing House, 2006.
The Measurement and Management of Credit Risk [J] 20-24, Studies of International Finance, 2002(11).
 
TRANSLATED
 
● Robert Shiller, Market Volatility [M] Chapter 1-12, China Renmin University Press, 2006.
● David G. Luenberger, Investment Science [M] Chapter 10-16, China Renmin University Press, 2005.
● Benjamin M. Friedman and Frank H. Hahn, Handbooks of Monetary Economics [M] Volume 1 Chapter 11-12, Economic Science Press, 2002.
 
DIRECTED RESEACH ITEMS
Time
Name of Item
Approved Unit
Item Number
2005
A Study on the Dynamic Trend of Yield Curve of Bonds in China
The Education Department of Anhui
2005KJ148
2004
A Study on the Effects of Fiscal and Finance Policy in Coordinating Developments of Regional Economy:Case Study in Anhui
The Social Science Planning Office of Anhui
AHSKF03-
04D20
2004
A Dynamic Analysis of Yield Rate of Fixed Income Securities
Anhui University of Finance and Economics
04AC004zd
 
COMPUTER COMPETENCIES
 
● Proficient Skills in Microsoft Office Applications.
● Proficient Skills in SPSS and Eviews Applications.
 
 
 
 
 
 
 
 
 
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