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