Jingjie Zhang 张劲节
I'm an Assistant Professor in the School of Banking and Finance at University of International Business and Economics. I received my Ph.D. degree from the University of Michigan in 2021, under the supervision of Prof. Erhan Bayraktar and Prof. Indrajit Mitra.
The complete profile can be found here ~ My CV.
Contact me via e-mail: jingjie.zhang@uibe.edu.cn.
My research is focused on stochastic control, game theory and their applications in Mathematical Finance, Financial Economics and FinTech.
Walsh Diffusions as Time Changed Multi-parameter Processes, with Erhan Bayraktar and Xin Zhang. [arXiv].
A Quantitative Comparison of Unemployment Benefit Extension and Level Increase, with Erhan Bayraktar and Indrajit Mitra. [SSRN].
Countercyclical Unemployment Benefits: General Equilibrium Analysis of Transition Dynamics, with Erhan Bayraktar and Indrajit Mitra, Mathematics and Financial Economics, 2024. [Article].
Time Consistent Stopping for the Mean-Standard Deviation Problem — the Discrete Time Case, with Erhan Bayraktar and Zhou Zhou, SIAM Journal on Financial Mathematics, 10(3), 667-697, 2019. [SSRN], [Article].
Equilibrium concepts for time-inconsistent stopping problems in continuous time, with Erhan Bayraktar and Zhou Zhou, Mathematical Finance. 2020; 1– 23. [SSRN], [Article].
Recent Advances in Stochastic Control, Machine Learning and Quantitative Finance, Shanghai, China, April 16, 2024.
Optimal Stopping and Free Boundary Problems, University of Leeds, UK, January 15, 2020
Mean Field Games and Related Topics, Levico Terme, Italy, September 10, 2019
Financial/Actuarial Mathematics Seminar, University of Michigan, March 27, 2018.
Applied Stochastic Process (CUR204), Spring 2023, Spring 2024.
Programming in Python (IFI102), Spring 2022, Spring 2023, Spring 2024.
Microeconomics (ECON104), Fall 2022, Fall 2023.
Topics in FinTech (SCUR303), Fall 2023, Spring 2024.
Stochastic Analysis for Finance (Math 506), Winter 2021.(Teaching Assistant)
Computational Finance (Math 623), Fall 2018, Fall 2020.(Teaching Assistant)
Financial Mathematics II (Math 574), Winter 2018.(Teaching Assistant)
Discrete State Stochastic Processes (Math 526/Stats 526), Fall 2017, Fall 2019.(Teaching Assistant)
Calculus I (Math 115), Winter 2017, Winter 2019.
Pre-Calculus (Math 105), Fall 2016.