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MAN:SONG Na

published: 2015-12-09 22:12:17       hits: 

name : SONG Na Sexual: Female phone: 18328441601
email: songna@uestc.edu.cn office-address: School of Management and Economics, C529, QingShui Campus
major: Quantitative Finance
research interst Financial Engineering, Stocastic Modelling
Biography Dr. Song received her Ph.D. degree from The University of Hong Kong in 2013. She has published 5 papers. In 2013, she joined UESTC as a teacher.
Teaching Schedule Ph. D. Degree: Department of Mathematics, The University of Hong Kong
Research Topic: Mathematical Models and Numerical Algorithms for Option Pricing and Optimal Trading
Date: July 2013 (Sep. 2009– July 2013)
B.Sc. Degree: School of Mathematics and Statistics, Wuhan University
Date: July 2009 (Sep. 2005 – July 2009)
SELECTED PUBLICATIONS Na Song, Tak Kuen Siu, Wai-Ki Ching, Howell Tong, Hailiang Yang.
Asset Allocation Under Threshold Autoregressive Models.
Applied Stochastic Models in Business and Industry, 28(1), 60-72, (2012).

Ximin Huang, Na Song, Wai-Ki Ching, Tak Kuen Siu, Ka Fai Cedric Yiu.
A Real Option Approach to Optimal Inventory Management of Retail Products.
Journal of Industrial and Management Optimization, 8(2), 379-389, (2012).

Na Song, Tak Kuen Siu, Farzad Alavi Fard, Wai-Ki Ching, Eric S. Fung.
Risk Measures and Behaviors for Bonds Under Stochastic Interest Rate Models.
Mathematical and Computer Modelling, 56 (9-10), 204-217, (2012).

Na Song, Yue Jiao, Wai-Ki Ching, Tak-Kuen Siu and Zhen-Yu Wu.
A Valuation Model For Perpetual Convertible Bonds With Markov Regime-Switching Models.
International Journal of Pure and Applied Mathematics, 53(4), 583-600, (2009).

Na Song, Wai-Ki Ching, Tak Kuen Siu and Cedric Ka-Fai Yiu. 
On Optimal Cash Management under a Stochastic Volatility model. 
East Asia Journal of Applied Mathematics, 8, 81-92, (2013).