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Zhang Bo

Title:

Professor

Position:

E-mail:

mabzhang@ruc.edu.cn

Education and experience

1978/3 --1982/1 Mathematics Bachelor of Science University of Qiqihar
1986/9 --1989/1 Mathematics MPhil Harbin Institute of Technology
1992/9 --1993/9 Mathematics PhD Candidate Institute of Mathematics Academia Sinica
1993/10--1996/8 Mathematics PhD Hong Kong University of Science & Technology

Work experience

1977/8 --1978/2 Worker Wu Lu Bu Tie Woodland, Dayangshu Forestry
1982/3 --1988/7 Teaching Assistant Dept of Math.Qiqihar Normal Insititute
1996/9 --1998/5 PostDoc Fellow Institute of Mathematics Academia Sinica
1998/6 --2001/6 Associate Prof. Dept of Statistics Renmin University of China
2001/7 --Present Professor School of Statistics Renmin University of China
Short Term Employment
Jan -July 1997, Research Associate Hong Kong University of Science & Technology
May--July,2000, Feb.-April, Nov.-Dec.2005,Dept of Math. University of Georgia
Aug.,2005--Feb.2006,Senior Visiting Scholar Dept of Math. Wanyne State University

Fund Project

Key Research Projects of Key research institute in University: Study on high-frequency data based on Chinese financial market microstructure 2006-2009
NNSFC: BSDE, nonlinear mathematical expectation and Applications 2008-2010
Key Research Projects of RUC: Study on some major issues on Chinese financial market based on high-frequency data 2009-2012
NNSFC: Study on the extreme risk measure of stock market based on high frequency data 2011-2013
NNSFC: Research on Panel data dynamic factor model in asset allocation 2013-2016
NNSFC: Asymmetric Stochastic Volatility Model and its application in Financial Risk Management 2015-2018
Key Research Projects of Key research institute in University: Some Frontier Issues in Financial Risk Measurement and Management 2014-2016

Courses

Probability Theory, Mathematical Statistics, Mathematical Statistics Higher, Higher Probability Theory, Measure Theory, Stochastic Analysis, Stochastic Processes, Stochastic Differential Equations, Financial Economics, Mathematical Analysis, Real Analysis

Research direction

Financial stochastic analysis, high-frequency financial data analysis, mathematical finance