| 基本情况: | ||||||||||||||||
| 文忠桥（1964- ），男，湖南祁阳人，中国人民大学经济学博士，安徽财经大学yh86银河国际金融研究所所长，教授，硕士生导师。 研究领域：金融工程、衍生金融工具、固定收益证券 | ||||||||||||||||
| 主要讲授课程： | ||||||||||||||||
| 《金融工程学》、《衍生金融工具》等 | ||||||||||||||||
| 主要论文： | ||||||||||||||||
| 1.《信用风险管理―违约率研究》，《国际金融研究》2002年第11期。 2.《市场有效性、信息结构与投资策略》，《经济问题探索》2003年第10期。 3.《国债定价的理论与实践》，《南开经济研究》2004年第5期。 4.《利率期限结构：理论、模型与实证》，《财贸研究》2004年第6期。 5.《国债投资的利率风险免疫研究》，《数量经济技术经济研究》，2005年第8期。 6. 《金融危机下我国股票市场波动非对称性的实证研究》大庆师范学院学报2010.2 7. 《上市公司资本结构影响因素研究》财贸研究2006.3 | ||||||||||||||||
| 主要著作： | ||||||||||||||||
| 1.《货币经济学手册》译著第1卷（第11，12章），经济科学出版社，2002年 2.《投资科学》译著（第10-16章），中国人民大学出版社，2005年 3. 《固定收益证券的投资价值分析》经济科学出版社2006年 4. 《市场波动》中国人民大学出版社2007 | ||||||||||||||||
| 科研课题： | ||||||||||||||||
| 1. 区域经济协调发展中的财政金融政策效应研究，安徽省社科规划办，2003 2.我国债券收益率的动态趋势研究，安徽省教育厅自然科学基金，2005 3.固定收益证券收益率的动态分析，安徽财经大学，2004 4.我国上市公司融资偏好研究，安徽省人文社科基地 5.“二次成型”的综合宏观利率期限结构模型估计和应用 教育部2012.1-2014.12 6. 基于经验定价核的一种新的不完全市场条件下的期权定价方法研究 国家自然科学基金委2012.1-2014.1 | ||||||||||||||||
| 获奖情况： | ||||||||||||||||
| 《国债定价的理论与实践》，安徽省首届中青年理论研讨会，优秀奖 | ||||||||||||||||
| 联系方式： | ||||||||||||||||
| E-mail: wenpan9933@sina.com Zhong Qiao Wen School of Finance, Anhui University of Finance and Economics 255 Hongye Road, Bengbu City, Anhui Province, China, MN. 233041 wenpan9933@sina.com ● EDUCATION BACKGROUND ● Doctor’s Degree, Major in Finance, Renmin University of China, Beijing, China, July 2003. ● Master’s Degree, Major in Public Finance, Anhui Institute of Finance and Trade, Bengbu, Anhui, China, January 1996. ● Bachlor’s Degree, Major in Mathematics, Hunan Normal University, Changsha, China, July 1988. ● WORK EXPERIENCE ● Work in the School of Economics and Finance of Anhui University of Finance and Economics, July 2003-Present. Taught Courses Include International Finance, Finance, Investment, Insurance Actuaries, Financial Engineering etc. Take Charge of Finance Institute of Anhui University of Finance and Economics. ● Work in Finance Department of Anhui Institute of Finance and Trade, January 1996- August 2000. Taught Courses Include International Finance, Finance, Investment, Insurance Actuaries, Financial Engineering etc. ● Work in Mathematics Department of Hunan LingLing College, July 1988-August 1993. Taught Courses Include Probability and Statistics, Higher Algebra, Real Functions, Higher Geometry, Analytic Geometry etc. ● RECENT PUBLICATIONS AUTHORED ● The Analyses of the Investing Value of Fixed-Income Securities [M], Economic Science Press, 2006. ● The Study on the Immunization of Interest Risk of the Investment in Government Bonds [J] 93-101, The Journal of Quantitative and Technical Economics, 2005(8). ● Pricing of Government Bonds: Theory and Practice [J] 85-90, Nankai Economics Studies, 2004(5). ● The Term Structure of Interest Rates: Theories, Models and Positveness [J] 86-91, Finance and Trade Research, 2004(6). ● The Efficiency of Market, Information Structure and the Strategy of Investment [J] 70-74, Inquiry into Economic Problems, 2003(10). ● The Measuring Methods of Default Risk of Corporate Bonds [J] 24-28, Beijing Finance, 2003(6). CO-AUTHORED ● The Research on The Capital Structure and Financing Preference of China’s Listed Companies [M], China Finance Publishing House, 2006. ● The Measurement and Management of Credit Risk [J] 20-24, Studies of International Finance, 2002(11). TRANSLATED ● Robert Shiller, Market Volatility [M] Chapter 1-12, China Renmin University Press, 2006. ● David G. Luenberger, Investment Science [M] Chapter 10-16, China Renmin University Press, 2005. ● Benjamin M. Friedman and Frank H. Hahn, Handbooks of Monetary Economics [M] Volume 1 Chapter 11-12, Economic Science Press, 2002. ● DIRECTED RESEACH ITEMS
● COMPUTER COMPETENCIES ● Proficient Skills in Microsoft Office Applications. ● Proficient Skills in SPSS and Eviews Applications. | ||||||||||||||||
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