Welcome to IFS
Position: 首页->Faculty->FACULTY->Content

Xuecan Cui Associate Professor

2019-10-17 13:56  点击:[]


Research Interests

FinanceTheory, Asset Pricing, Agency Problem, Jump Processes, and Systemic Risk


Experience

2018-now Associate Professor of Finance (Tenure Track), IFS, SWUFE, Chengdu, China

Spring 2019 Visiting Scholar at Olin Business School, Washington University in St. Louis, MO, US

2018-2018 Assistant Professor of Finance (Tenure Track), IFS, SWUFE, Chengdu, China

2017-2018 Postdoctoral Reseacher, Grenoble Ecole de Management, Grenoble, France


Education

Ph.D. in Finance, Luxembourg School of Finance, University of Luxembourg, 09/2017

Visiting Ph.D. Student, Cass Business School, City University of London, Spring 2016

M.Sc. Finance and Economics, University of Luxembourg, 07/2013

M.Sc. Financial Mathematics, University of Luxembourg, 07/2012

B.Sc. Applied Mathematics, Tongji University, Shanghai, China, 07/2010


Publication

Impact of Systemic Risk Regulation on Optimal Policies and Asset Prices, with Carole Bernard, accepted at《Journal of Banking and Finance》


Working Papers

Incentive for Traders: Ideal and Heuristic Contracts(with Philip H. Dybvig)

Asset Pricing Model with underlying Time-Varying Levy Processes

The (Un)Importance of Small Jumps in Levy Model Option Pricing (with Ales Cerny)


Refereeing and Reviewing

Referee forAnnals of Operations Research, Journal of Economic Dynamics and Control, Finance Research Letters, Finance (Journal of the French Finance Association)


Teaching

Computational Finance, Undergraduate, RIEM, SWUFE

Investment, Undergraduate, School of Finance, SWUFE

Bank Risk Management, Undergraduate, RIEM, SWUFE

International Financial Risk Management, Master course, Grenoble Ecole de Management.

Financial Applications using Excel, Master course, University of Luxembourg.


Contact

Office 201, Institute of Financial Studies

Southwestern University of Finance & Economics

No 55, Guanghuacun Street, Chengdu 610074, China

Email:cuixc@swufe.edu.cn

Website:www.cuixuecan.com

上一条:Kai Li Associate Professor 下一条:Xingpeng Wei Associate Professor

关闭