張德濤

張德濤，男，山東大學畢業，博士，現為山東大學經濟學院副教授。

基本介紹

• 中文名：張德濤
• 國籍：中國
• 畢業院校：山東大學
• 學位/學歷：博士
• 專業方向：運籌學與控制論

學習經歷

2007年 - 2009年,山東大學數學學院(School of Mathematics, Shandong University),運籌學與控制論博士(PhD in Operation Research and Control Theory)

2005年 - 2007年,山東大學數學學院(School of Mathematics, Shandong University),運籌學與控制論碩士（Ms in Operation Research and Control Theory）

2000年 - 2004年,山東大學數學學院(School of Mathematics, Shandong University),統計學學士（Bs in Statistics）

講授課程

本科生：微積分(Calculus )，線性代數(Linear Algebra)，機率論與數理統計(Probability and Statistics)，統計學(Statistics)

研究生：經濟學與金融學中的隨機方法(Stochastic Methods in Economics and Finance)

研究方向

金融數學（Mathematical Finance），金融工程（Financial Engineering），隨機控制(Stochastic Control)

發表論文

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.

科研項目

1. 《高維正倒向隨機微分方程可解性問題及其在金融保險中的套用》，國家自然科學基金青年科學基金項目，2015/01 -2017/12，主持

2. 《狀態受約束的正倒向隨機最優控制問題研究及其套用》，國家自然科學基金青年科學基金項目，2017/01 -2019/12，參與，第二位