姓 名:

蒋萍萍

职 称: 

优秀青年学者（讲师）

性 别: 

女

研究方向: 

金融工程、实证金融

出生年月: 

1990年10月

联系方式: 

ppjiang@suda.edu.cn

本部览秀楼303办公室

最后学历: 

博士

毕业学校: 

南开大学

介 绍: 

Research Interests

• Derivatives Pricing，

• Stochastic Modeling,

• Quantitative Methods,

• ESG/Sustainable Empirical Finance

 Academic Experience

• 2016.09-2019.12    Nankai University

Ph.D in Probability and Statistics (Financial Engineering)

Supervisor: Prof. Yongjin Wang

• 2017.09-2018.09    University of Illinois at Urbana-Champaign

Joint Ph.D. in Financial Engineering

• 2020.01-2022.03    The Chinese University of Hong Kong, Shenzhen

Postdoc Research Fellow

Supervisor: Prof. Bohui Zhang

• 2022.04-Now     Soochow University

  Lecturer

Courses

• Stochastic Process

 Publications

[1] Feng, R., Jiang, P.*, & Volkmer, H. (2021). Geometric Brownian motion with affine drift and its time-integral. Applied Mathematics and Computation, 395, 125874.

[2] Zhang, H., & Jiang, P.* (2020). On some properties of sticky Brownian motion. Stochastics and Dynamics, 2150037.

[3] Feng, L., Jiang, P.*, & Wang, Y. (2020). Constant elasticity of variance models with target zones. Physica A: Statistical Mechanics and its Applications, 537, 122702.

[4] Jiang, P.*, Li, B., & Wang, Y. (2020). Exit times, undershoots and overshoots for reflected cir process with two-sided jumps. Methodology and Computing in Applied Probability, 22(2), 693-710.  (*corresponding author)

 Working Papers

[1]. Feng, R., Jiang, P.*, & Volkmer, H. Persistent of Winning Streaks: New Perspective on Momentum. (GARP Best Paper Award at the QMF 2019 Meeting)

[2]. Zeng, P., Xu, Z., Jiang，P.* & Kwok, Y. Analytical Solvability and ExactSimulation of Stochastic Volatility Models with Levy jump.

Funds