YuanWu
Title：Lecturer
SchoolofStatistics and Mathematics
ShanghaiLixinUniversityof Accounting andFinance,
No.995 Shangchuan Rd, Shanghai.
Tel:(86-21)
Email:wuyuan@lixin.edu.cn
AREASOF INTEREST
Teaching:MathematicalModelling; Probability Theory;
Research:FinancialMathematics
EDUCATIONBACKGROUND
09/2014- 06/2017 Tongji University
Doctorof Science
09/2009- 03/2012 Tongji University
Masterof Science
09/2005- 06/2009ZhengzhouUniversity
Bachelorof Science
HONORSAND GRANTS
EXPERIENCE
FullTime：
3years
CoursesTaught：
MathematicalModelling,ProbabilityTheory,MathematicalAnalysis
PUBLICATIONS
YuanWu, Jin Liang. Free boundaries of credit rating migration inswitching macro regions. Mathematical Control and Related Fields.June 2020, 10(2):257-274
YuanWu, Jin Liang, Bei Hu. A free boundary problem for defaultablecorporate bond with credit rating migration risk and its asymptoticbehavior. DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B. March2020, 25(3):1043-1058
YuanWu and Jin Liang, A new model and its numerical method to identifymulti credit migration boundaries. International Journal of ComputerMathematics, 2017(2):1-15.
YuanWu and Jin Liang, Valuation of Loan Credit Default Swaps CorrelatedPrepayment and Default Risks with Stochastic Recovery Rate,International Journal of Financial Research, 2012,3(2).
JinLiang, Yuan Wu and Bei Hu. Asymptotic traveling wave solution for acredit rating migration problem. Journal of Differential Equations,2016, 261(2): 1017-1045.
BeiHu, Jin Liang and Yuan Wu. A free boundary problem for corporatebond with credit rating migration, Journal of Mathematical Analysis& Applications, 2015, 428(2): 896-909.
XiaoliYang, Jin Liang and Yuan Wu. Optimal control of perpetual CPDO:minimal cash-out probability and maximal conditional return, OptimalControl Applications & Methods, 2014, 35(4): 383–394.
