Dr. Jiang, Zhengjun

B.S. in Computational Mathematics and Applied Software, Sichuan University

M.A. in Economics with focus on International Finance, Sichuan University

Ph.D. in Mathematics/Financial Mathematics, King¡¦s College, University of London

Dr. Jiang is interested in research and teaching in financial mathematics, actuarial science, probability and stochastic processes. He has published papers in journals such as Finance and Stochastics and had experience of writing referee report for the Journal of Economic Dynamics and Control in 2011. He also passed actuarial preliminary examination courses 1, 2, 3, 4, and 6 of Society of Actuaries between 2000 and 2003 by self-learning. ¡@

Telephone: 0756-3620624(office)
FAX: 0756-3620888
E-mail: zhengjunjiang@uic.edu.hk
Room: E409-R3
Postal address: UIC Building, United International College, Zhuhai Campus of Beijing Normal University, Jinfeng Road, Xiangzhou District, Zhuhai,China

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Research Interests

  -Quantitative Finance/Derivative Pricing, Quantitative Risk Management, Portfolio Optimization, Actuarial Science (Ruin Probability; Optimal Dividend Policy), Levy Processes, Applied Probability

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Selected Publications

  1. Zhengjun Jiang and Martijn R. Pistorius, Optimal Dividend Distribution under Markov-Regime Switching, Finance and Stochastics , to appear.
  2. Zhengjun Jiang and Martijn R. Pistorius, On Perpetual American Put Valuation and First Passage in A Regime-Switching Model with Jumps, Finance and Stochastics Vol. 12, pages 331-355, 2008.

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