姓名：乐胜杰

职称/职务：讲师                                     

E-mail: yueshengjie18@163.com

研究方向：金融衍生品定价、风险管理与投资组合

教育背景：

2013.09-2019.06 湖南大学工商管理学院 管理学博士

2010.09-2013.06 湖南师范大学数学与统计学院 理学硕士 

2005.09-2009.06 吉首大学数学与统计学院 理学学士

主要论文：

[1] Ma Chaoqun, Yue Shengjie, Wu Hui, Ma Yong. Pricing Vulnerable Options with Stochastic Volatility and Stochastic Interest Rate. Computational Economics, 2019: 1-39. ( SSCI/SCI).    

[2] Ma Chaoqun, Yue Shengjie, Ren Yishuai. Pricing vulnerable European options under Levy process with stochastic volatility. Discrete Dynamics in Nature and Society, 2018. (SSCI/SCI).                                        

[3] Wu Hui, Ma Chaoqun, Yue Shengjie. Momentum in strategic asset allocation. International Review of Economics & Finance, 2017, 47: 115-127. ( SSCI).

[4] Zhu Huiming, Deng Chao, Yue Shengjie, Deng Yingchun. Optimal reinsurance and investment problem for an insurer with counterparty risk. Insurance: Mathematics and Economics, 2015, 61: 242-254. (SSCI/SCI).