Tang, Dan
Dr. Dan Tang
Associate Professor
School of International Trade and Economics (SITE), University of International Business and Economics (UIBE)
Boxue Building 1102, Beijing, 100029, China
Email: dantangcn@gmail.com dantang@uibe.edu.cn
Academic Experience:
2014 - Present: Associate Professor, School of International Trade and Economics , University of International Business and Economics (UIBE)
2010 - 2013: Assistant Professor, School of International Trade and Economics, University of International Business and Economics (UIBE)
Research Interests:
Quantitative Finance, Credit Risk Modeling, Stochastic Processes and Its Applications.
Education:
2007.9-2009.12 NanKai University, PH.D of Probability & Mathematical Finance (advised by Prof. Yongjin Wang)
2004.9-2007.7 NanKai University, MSC of Probability & Mathematical Finance
Courses Taught:
Introduction to Econometrics
Introduction to Credit Derivatives and the Pricing Theory
Probability Theory and Mathematical Statistics
Publications:
Xindan Li, Dan Tang, Yongjin Wang, and Xuewei Yang. Optimal processing rate and buffer size of a jump-diffusion processing system, Annals of Operations Research, 217, 2014, 319–335.
Dan Tang, Yongjin Wang, and Guannan Zhang. Nonparametric Inference for a Class of SPDEs Driven by Fractional Noises, Chinese Annals of Mathematics, 34(5), 2013, 627--642. (Also in Chinese Journal of Contemporary Mathematics, 34(4) 387-400, 2013)
Lijun Bo, Dan Tang, Yongjin Wang, and Xuewei Yang. Levy risk model with two-sided jumps and a barrier dividend strategy, Insurance: Mathematics and Economics, 50 , 2012, 280–291.
Dan Tang, Yongjin Wang and Yuzhen Zhou. Counterparty risk for Credit Default Swap with states related default intensity processes, International Journal of Theoretical and Applied Finance, 14(8) , 2011, 1335–1353.
Xinjian Shao, Hemao Wu, Dan Tang, and Zheguang Li. The secret of the extremely high initial return and turnover of IPO in China, Journal of financial research，(9), 2011. (in Chinese)
Lijun Bo, Dan Tang, Yongjin Wang, and Xuewei Yang. On conditional default probability in a regulated market: A structural approach. Quantitative Finance, 11(12), 2011, 1695-1702.
Dan Tang and Yongjin Wang. The stochastic wave equations driven by fractional and colored noises. Acta Mathematica Sinica, English Series, 26(6), 2010, 1055-1070.
Kehua Shi, Dan Tang, and Yongjin Wang. Large deviation for stochastic Cahn-Hilliard partial differential equations. Acta Mathematica Sinica, English Series, 25(7), 2009, 1157-1174.
Dan Tang and Lijun Bo. Lyapunov exponent estimates of a class of higher-order stochastic Anderson models. Proceedings of the AMS., 136(11) , 2008, 4033-4043.
Lijun Bo, Dan Tang, and Yongjin Wang. Explosive solutions of stochastic wave equations with damping on R^d. Journal of Differential Equations, 244(1), 2008, 170-187.
Research Projects:
The credit risk modeling in a regulated market, 2011, National Natural Science Foundation of China (11101083)
The quantitative management of credit risk and its empirical research, 2011 Project, UIBE
Program for Innovative Research Team in UIBE, 2013, (CXTD4-01).