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WANG Yiming
2018-07-12   

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Job title:

Professor, Ph.D supervisor,Chair of the Department of Finance 


Telephone:

010-62755141(O) 


E-mail:

wangyiming@pku.edu.cn  


Fax:

010-62751460  


Education background:

Ph.D. of Chinese Academy of Sciences
MA in Department of Mathematics, Xi'an Jiaotong University
BA in Department of Mathematics, Nanchang University 


Work experience:

1997-Present School of economics, Peking University
2000.7-2000.10 Senior deputy researcher of City University of Hong Kong
2002.9-Present Guest professor of Macao Polytechnic Institute
2002.9-Present Researcher of Macao Polytechnic Institute 


Research interests:

Asset pricing theory
Mechanism for fluctuation of stock prices
Risk management
Inflation and monetary policy
Fixed-income security
Evaluation and management of credit risk 


Teaching:

Financial economics
Financial econometrics
Financial engineering
Fixed-income securities
Asset pricing theory
Finanacial risk management
Stochastic processes and stochastic integrals
Time series analysis 


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