鄧軍

信息不對稱，金融工程，資產定價，數量金融

博士、副教授

金融工程系副主任 ^[1] 

數理金融博士, 2010.9 – 2014.6, 加拿大阿爾伯塔大學

概率論與數理統計碩士 , 2007.9 – 2010.6, 中國人民大學統計學院

數學與應用數學學士, 2003.9 – 2007.6, 中國石油大學(北京) ^[1] 

信息不對稱，金融工程，資產定價，數量金融

應用隨機過程、金融工程、金融數學

[1] Choulli, Tahir, Jun Deng, and Junfeng Ma. "How non-arbitrage, viability and numéraire portfolio are related." Finance and Stochastics 19, no. 4 (2015): 719-741.

[2] Aksamit, Anna, Tahir Choulli, Jun Deng, and Monique Jeanblanc. "Arbitrages in a progressive enlargement setting." In Arbitrage, Credit and Informational Risks, pp. 53-86. 2014.

[3] Choulli, Tahir, and Jun Deng. "No-arbitrage for informational discrete time market models." Stochastics 89, no. 3-4 (2017): 628-653.

[4] Aksamit, Anna, Tahir Choulli, Jun Deng, and Monique Jeanblanc. "No-arbitrage up to random horizon for quasi-left-continuous models." Finance and Stochastics 21, no. 4 (2017): 1103-1139.

[5] Choulli, Tahir, and Jun Deng. "Structure condition under initial enlargement of filtration." Science China Mathematics 60, no. 2 (2017): 301-316.

[6] Aksamit, Anna, Tahir Choulli, Jun Deng, and Monique Jeanblanc. "No-arbitrage under a class of honest times." Finance and Stochastics 22, no. 1 (2018): 127-159.

[7] Aksamit, Anna, Tahir Choulli, Jun Deng, and Monique Jeanblanc. "No-arbitrage under additional information for thin semimartingale models." Stochastic Processes and their Applications (2018).

[8] Tahir Choulli, Jun Deng. "Structure conditions under progressively added information." SIAM: Theory of Probability and Its Applications. (2019).

[9] 王榮欣、張波、鄧軍：波動性傳導、市場板塊差異與股票流動性——基於高頻交易量價結合的新角度，《國際金融研究》，76-85頁，2018年 第4期

[10]Zhenyu Cui, Jun Deng, Stephen L. Lenkey. "Revisiting Advance Disclosure of Insider Trading.", Economics Letters, 2019.

[11] Dianfa Chen, Jun Deng, Jianfen Feng and Bin Zou. "A set-valued Markov chain approach to credit default". Quantitative Finance. 2020.

[12]Jun Deng , Huifeng Pan , Shuyu Zhang & Bin Zou. "Minimum-variance hedging of Bitcoin inverse futures." Applied Economics.2020.

[1] 中國科學院數學與系統科學研究院學術報告，2018年6月12日

[2] 中南財經大學金融學院學術報告，2018年5月21日

[3] The Forth Young Researchers Meeting on BSDEs, Nonlinear Expectations and Mathematical Finance, April 23-27, 2018

[4] 中期協期權交易實務培訓，杭州，4.24-4.28，2017

[5] China Finance Association Annual Meeting（CFAM）, Shanghai, China, 2017

[6] “金融中的隨機複雜結構與數據分析”專項活動, 中科院數學與系統科學研究院, 8.2-8.7, 2016

[7] 第十五屆（2016年）金融工程學年會，烏魯木齊，新疆，7.26-7.28，2016

[8] Sixth International IMS-FIPS Workshop, University of Alberta in Edmonton, Canada, July 7-9, 2016

[9] 中國金融工程與金融創新會議, 深圳, 中國, 2016

[10] First Annual China Futures and Derivatives Markets, Xi'an Jiaotong - Liverpool Conference Centre, Suzhou, China, 2016

[11] Weak Viability, No Free Lunch, and Insider Information, 第七屆中國人民大學國際統計論壇，中國人民大學，北京，中國，2016

[12] 2015年金融工程與創新會議，成都，中國

[13] Non-Arbitrage for Discrete Time Informational Markets, The Second International Conference on Mathematics and Statistics, American University of Sharjah, Sharjah, UAE, 2015

[14] Asymmetric information and non-arbitrage, International Symposium on

[15] Differential Equations and Stochastic Analysis in Mathematical Finance, July 12th –16th 2014, Sanya, China.

[16] Non-arbitrage under Uncertainty, AMS Sectional Meeting, Mathematical Finance, University of New Mexico, Albuquerque, NM, 2014.

[17] Non-arbitrage for Informational Markets, Graduate Colloquium, University of Alberta, Edmonton, Canada, 2013.

[18] Optimal Portfolio Versus No-arbitrage and Its Application. In 10th PIMS

[19] Young Researchers Conference in Mathematics and Statistics, Edmonton, Canada, 2013.

[20] Non-arbitrage for Defaultable Markets, in Mathematical Finance Weeks at University of Alberta: Graduate & Research, Edmonton, Canada, 2013.

[21] Stochastic Control and Algorithmic Trading.By Nicholas Westray (Deutsche Bank), University of Alberta, Edmonton, 2012.

[22] Trading Competition, Organized by MBAs from Business School, Edmonton, 2012.

[23] Graduate Colloquium, University of Alberta, 2011 and 2013.

2017年金融工程學年會最佳論文獎

2017年惠園優秀青年學者

2017年對外經濟貿易大學優秀班主任

2016年青年教師基本功大賽3等獎

應用隨機過程教學前10%, 2017,2018

金融工程學教學前10%, 2015