Song Na
Professor
Management Science and Engineering
University of Electronic Science and Technology of China
China
Biography
Dr. Song received her Ph.D. degree from The University of Hong Kong in 2013. She has published 5 papers. In 2013, she joined UESTC as a teacher.
Research Interest
Financial Engineering, Stocastic Modelling
Publications
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Na Song, Tak Kuen Siu, Farzad Alavi Fard, Wai-Ki Ching, Eric S. Fung. Risk Measures and Behaviors for Bonds Under Stochastic Interest Rate Models.
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Ximin Huang, Na Song, Wai-Ki Ching, Tak Kuen Siu, Ka Fai Cedric Yiu. A Real Option Approach to Optimal Inventory Management of Retail Products. Journal of Industrial and Management Optimization, 8(2), 379-389, (2012).
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Na Song, Tak Kuen Siu, Wai-Ki Ching, Howell Tong, Hailiang Yang. Asset Allocation Under Threshold Autoregressive Models. Applied Stochastic Models in Business and Industry, 28(1), 60-72, (2012).
