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Ke Du Associate Professor

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Area of Research 

Quantitative finance, derivatives pricing, econometrics, etc


Educational Background

Ph.D. in Finance, University of  Technology Sydney, March 2009 - December 2012

M.S. in Financial Mathematics, York University, October 2006 - October 2007

B.S. in International Economics and Trade, Southwest University of Finance and Economics, October 2002 - October 2006 


Work Experience

Associate Professor, Institute of Financial Studies, Southwest University of Finance and Economics, June 2013 to Present 

Lecturer, University of Technology Sydney, March 2011 to March 2013


Publication

1. Regime Shift, Speculation, and Stock Price with Ke Du, Yishu Fu, Zhenjiang Qin, and Shuoxun Zhang. Research in International Business and Finance, 2020

2. Benchmarked Risk Minimization for Jump Diffusion Markets with Du, K., and E. Platen, Mathematical Finance, 2013

3. A Generalised Arbitrage-Free Nelson-Siegel Model: the Impact of Unspanned Stochastic Volatility with Rui, C., and K. Du, Finance Research Letters, 2012


Working Paper

1. Du, K., and E. Platen “Benchmarked Forward and Futures Contracts of Commodities.” Presented at the conference of Quantitative Methods in Finance (QMF) and the Bachelier Finance Society 7th World Congress (BFS), 2011

2. Du, K., E. Platen and R. Rendek “Modeling of Oil Prices”, working paper, 2012


Contact 

55 guanghuacun street, Qingyang District, Chengdu City, Sichuan Province,

Institute of finance, Southwest University of Finance and economics, 610074

Tel: 86 28 87099045

Email: duke20072009@yahoo.com


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