唐攀
发布时间: 2015-04-09

唐攀,男,博士,东南大学经济管理学院金融系副教授,硕士生导师。2011年毕业于新加坡国立大学,获理学博士学位。近年来主持了国家自然科学基金、教育部人文社科基金等项目,发表了多篇SCI/SSCI期刊论文。


联系方式:

办公室:东南大学九龙湖校区经管楼B-301

Email: tangpanlion@163.com


研究方向:金融工程,量化分析,利率研究,衍生品定价,股票和债券市场


科研项目

[1] 国家自然科学基金青年项目:《市场化进程中的利率模型研究—从随机微分到量子金融的分析》,2015—2017,主持

[2] 教育部人文社科基金青年项目:《基于市场化视角的利率演化机制模型构建及其应用研究》,2014—2016,主持

[3] 江苏省社会科学基金项目:《利率市场模型构建在我国的应用研究》,2014—2016,主持


学术论文

[1]  Pan Tang, Belal E. Baaquie, Xin Du and Ying Zhang, Linearized Hamiltonian of the LIBOR market model: analytical and empirical results. Applied Economics, 2016. 48(10): p. 878-891.  (SSCI, SCI)

[2]  Pan Tang, Ying Zhang, Belal E. Baaquie and Boris Podobnik,Classical convergence versus Zipf rank approach: Evidence from China's local-level data. Physica A-Statistical Mechanics and Its Applications, 2016. 443: p. 246-253. (SSCI, SCI)

[3]  Belal E. Baaquie, Xin Du*, Pan Tang, and Yang Cao, Pricing of range accrual swap in the quantum finance Libor Market Model. Physica A-Statistical Mechanics and Its Applications, 2014. 401: p. 182-200. (SCI)

[4]  Belal E. Baaquie and Pan Tang*, Simulation of nonlinear interest rates in quantum finance: Libor Market Model. Physica A-Statistical Mechanics and Its Applications, 2012. 391(4): p. 1287-1308. (SCI)

[5]  Belal E. Baaquie, Yang Cao*, Ada Lau, and Pan Tang, Path integral for equities: Dynamic correlation and empirical analysis. Physica A-Statistical Mechanics and Its Applications, 2012. 391(4): p. 1408-1427. (SCI)

[6]  Belal E. Baaquie, Pan Tang*, and Jitendra D. Bhanap, Empirical analysis and calibration of the CEV process for pricing equity default swaps.Quantitative Finance, 2011. 11(12): p. 1815-1823. (SSCI, SCI)

[7]  Belal E. Baaquie and Pan Tang*, Simulation of coupon bond European and barrier options in quantum finance. Physica A-Statistical Mechanics and Its Applications, 2011. 390(2): p. 263-289.  (SSCI, SCI)