宋娜

宋 娜 职称：电子科技大学讲师 学历：系别：经济学与金融学。

香港大学数学系，博士，数理金融，2013年8月

武汉大学数学与统计学院，学士，数学基地班，2009年7月

武汉大学经济与管理学院，辅修金融学，2009年7月

麦考瑞大学（悉尼），访问学者，2010年11月—2010年12月

金融学基础（留学生）

金融经济学（本科）

Na Song, Tak Kuen Siu, Wai-Ki Ching, Howell Tong, Hailiang Yang. Asset Alloca-tion 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 Mea-sures and Behaviors for Bonds Under Stochastic Interest Rate Models. Mathematical and Computer Modelling, 56 (9-10), 204-217, (2012).

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

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, Dong-Mei Zhu and Tak-Kuen Siu. Asset Allocation Under Regime-Switching Models. Best Paper Award. 2012 The Fifth International Conference on Business Intelligence and Financial Engineering (BIFE 2012), Lanzhou and Tunhuang,Gansu Province, China, August 18-21, 2012.

Na Song, Wai-Ki Ching, Tak-Kuen Siu and Cedric Yiu. Optimal Submission Problem in a Limit Order Book with VaR Constraints. Best Paper Award. 2012 Fifth International Joint Conference on Computational Science and Optimization (CSO 2012), Harbin and Wudalianchi, China, June 24-26, 2012.

Na Song, Tak-Kuen Siu, Wai-Ki Ching, Eric S. Fung and Michael K. Ng. Option Valua- tion Under Multivariate Markov Chain Model via Esscher Transform. 2010 Thir Interna- tional Joint Conference on Computational Science and Optimization (CSO 2010), Yellow Mountain, Anhui Province, China, May 28-31, 2010.^[2]