个人简介

• 教育背景

  香港大学数学系，博士，数理金融，2013年8月

  武汉大学数学与统计学院，学士，数学基地班，2009年7月

  武汉大学bob半岛平台官方网站，辅修金融学，2009年7月

  麦考瑞大学（悉尼），访问学者，2010年11月—2010年12月

• 研究方向

  算法交易策略

  投资组合管理

  衍生品定价

• 讲授课程

  金融数学（本科）

  金融衍生工具（本科，研究生）

  金融学基础（留学生，全英文授课）

  大数据金融风险管理（MBA）

• 研究成果

  期刊论文

  [1]Yue Xie, Wanhua He, Wai-Ki Ching, Allen H. Tai, Wai Hung Ip, Kai-Leung Yung andNa Song(Corresponding Author), Optimal Advertising Outsourcing Strategy with Different Design Levels and Uncertain Demand, International Journal of Production Research, Accepted, (2019).

  [2]Na Song, Ximin Huan，Yue Xie, Wai Ki Ching, Tak Kuen Siu, Impact of Reorder in Supply Chain Coordination, Journal of Industrial and Management Optimization, 13(1), 447-473, (2017).

  [3]Na Song, Yue Xie, Wai Ki Ching, Tak Kuen Siu, A Real Option Approach for Investment Opportunity Valuation, Journal ofIndustrial and Management Optimization, 13(3), 1213-1235, (2017).

  [4]Na Song, Yue Xie, Wai Ki Ching, Tak Kuen Siu and Cedric Ka Fai Yiu, Optimal Strategy for Limit Order Book Submissions in High Frequency Trading, East Asia Journal on Applied Mathematics, 6(2),222-234, (2016).

  [5]Na Song, Tak Kuen Siu, Wai-Ki Ching, Howell Tong, Hailiang Yang. Asset Alloca-tion Under Threshold Autoregressive Models. Applied Stochastic Models in Business and Industry, 28(1), 60-72, (2012).

  [6]Ximin Huang,Na Song, Wai-Ki Ching, Tak Kuen Siu, Ka Fai Cedric Yiu. A Real Option Approach to Optimal Inventory Management of Retail Products. Journal of Industrial and Management Optimization, 8(2), 379-389, (2012).

  [7]Na Song, Tak Kuen Siu, Farzad Alavi Fard, Wai-Ki Ching, Eric S. Fung. Risk Mea-sures and Behaviors for Bonds Under Stochastic Interest Rate Models. Mathematical and Computer Modelling, 56 (9-10), 204-217, (2012).

  [8]Na Song, Wai-Ki Ching, Tak Kuen Siu and Cedric Ka-Fai Yiu. On Optimal Cash Man- agement under a Stochastic Volatility model. East Asia Journal of Applied Mathematics, 8, 81-92, (2013).

  [9]Na Song, Yue Jiao, Wai-Ki Ching, Tak-Kuen Siu and Zhen-Yu Wu. A Valuation Model For Perpetual Convertible Bonds With Markov Regime-Switching Models. International Journal of Pure and Applied Mathematics, 53(4), 583-600, (2009).

  
  

  会议论文

  [1]Na Song, Wai-Ki Ching, Dong-Mei Zhu and Tak-Kuen Siu. Asset Allocation Under Regime-Switching Models. Best Paper Award. 2012 The Fifth International Conference on Business Intelligence and Financial Engineering (BIFE 2012), Lanzhou and Tunhuang,Gansu Province, China, August 18-21, 2012.

  [2]Na Song, Wai-Ki Ching, Tak-Kuen Siu and Cedric Yiu. Optimal Submission Problem in a Limit Order Book with VaR Constraints. Best Paper Award. 2012 Fifth International Joint Conference on Computational Science and Optimization (CSO 2012), Harbin and Wudalianchi, China, June 24-26, 2012.

  [3]Na Song, Tak-Kuen Siu, Wai-Ki Ching, Eric S. Fung and Michael K. Ng. Option Valua- tion Under Multivariate Markov Chain Model via Esscher Transform. 2010 Thir Interna- tional Joint Conference on Computational Science and Optimization (CSO 2010), Yellow Mountain, Anhui Province, China, May 28-31, 2010.

  主持项目：国家自然科学基金青年项目，流动性不充分市场环境下基于价格冲击成本的动态投资组合选择研究，2018-2020。

• 社会兼职及荣誉

  暂无