>Home>
Department of Finance
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
