邵斌(上海財經大學教授)

邵斌，上海財經大學教授，從事金融工程、利率模型、期權定價模型和國債市場的研究。

基本介紹

• 中文名：邵斌
• 畢業院校：南京大學
• 專業方向：金融工程 , 利率模型 , 期權定價模型和國債市場的研究
• 學術代表作：中國企業債券利差的實證分析

個人經歷

9/1985:南京大學，天體物理學士

12/1991:耶魯大學，理論物理博士和碩士

7/1991-5/1994: 賓夕凡尼亞大學，從事理論物理博士後研究工作 發表新的學術成果

5/1994-12/2000:紐約:花旗集團所羅門美邦公司，從事債券及利率衍生產品的定量分析工作

1/2001-12/2001: 紐約 : 美洲銀行，從事債券及利率衍生產品的定量分析工作

2/2002- 至今 :上海財經大學證券期貨學院，從事金融工程 利率模型期權定價模型和國債市場的研究

講授課程

金融工程, 期貨期權固定收益證券,美國債券市場及利率衍生品 利率模型 專業英語

學術成果

單因子利率期限結構模型的極大似然估計—對中國利率的實證分析 投資學評論, 3 (2004) 15-25 與潘冠中合寫

GARCH 模型中美式亞式期權的蒙特卡羅算法 經濟數學, 將發表, 與丁娟合寫

中國企業債券利差的實證分析 天津商學院學報, 24 (2004) 43-47, 與許波,李應龍合寫

遠期利率和國債收益率曲線的構造 投資學評論, 2 (2004) 39-51, 與徐蓉, 陳芳菲合寫

CEV模型和Black-Scholes模型期權套期保值效果的定量分析, 中國金融學, 3 (2004) 154-168,與吳鋒,邵旦合寫

GARCH 模型下美式亞式期權的數值解法, 預測 5(2003) 57-65,與丁娟合寫

“Classical and quantum coherent state description of nucleon anti-nucleon annihilation in the Skyrme model with omega mesons”

Physical Review C 50 (1994) 1787-1795

with R. D. Amado

“Coherent state formulation of pion radiation from nucleon antinucleon annihilation”

Physical Review C 50 (1994) 640-651

with R. D. Amado, F. Cannata, J. P. Dedonder and M. P. Locher

“Coherent pion radiation from nucleon antinucleon annihilation”

Physical Review Letters 72 (1994) 970-972

with R. D. Amado, F. Cannata, J. P. Dedonder and M. P. Locher

“Inertial parameters of the Skyrmion-Skyrmion system with the product ansatz”

Physical Review C 48 (1993) 2498-2508

with Niels R. Walet and R. D. Amado

“The Skyrme model description of the spin-orbit force”

Physics Letters B 314 (1993) 159-162

with R. D. Amado and Niels R. Walet

“Algebraic rotating frame approach to electron molecule scattering II”

Physical Review A 48 (1993) 2832-2843

with Y. Alhassid and V. Liu

“Dynamics of antibaryon-baryon annihilation in the Skyrme model”

Physics Letters B 303 (1993) 1-4

with Niels R. Walet and R. D. Amado

“Mean-field approaches to algebraic treatment of molecules: bent molecules”

Physical Review A 47 (1993) 2064-2074

with Niels R. Walet and R. D. Amado

“Mean-field approaches to algebraic treatment of molecules: linear molecules”

Physical Review A 46 (1992) 4037-4047

with Niels R. Walet and R. D. Amado

“Algebraic eikonal approach to electron-molecule scattering, II. Rotational-vibrational excitations”

Physical Review A 46 (1992) 3991-4002

with Y. Alhassid

“Algebraic eikonal approach to electron-molecule scattering, I. Generalized formalism”

Physical Review A 46 (1992) 3978-3990

with Y. Alhassid

“Algebraic eikonal approach to electron-molecule scattering: a hybrid approach”

Physical Review A 46 (1992) 3865-3869

with Y. Alhassid and V. Liu

“General quadrupole nuclear shapes. An algebraic perspective”

Physics Letters B 243 (1990) 313-318

with Amiram Leviatan

“Wormholes and baby universes in scalar-tensor gravity”

Nuclear Physics B 333 (1990) 212-252

with F. S. Accetta and A. Chodos

“Deformed single-particle levels in the boson-fermion model”

Physical Review Letters 63 (1989) 2204-2207

with Amiram Leviatan

“Properties of wormhole calculus”

Physical Review D 39 (1989) 452-461

with F. S. Accetta, A. Chodos and F. Cooper

“A study of heavy-ion reactions in the algebraic scattering theory”

Physics Letters B 201 (1987) 183-186

with Y. Alhassid and F. Iachello