Qingfeng Wang
Assistant Professor
Department of Quantitative and Applied Economics (QAE)
University of Nottingham Ningbo China
China
Biography
He has completed BSc in Econometrics and operational research from Maastricht University with first class. He obtained MSc in Mathematical processes in Finance with distinction from Loughborough University. He got PhD in Oct 2012 from Loughborough University with research topic is in the area of stochastic analysis. He joined The University of Nottingham Ningbo in September 2011 as a teaching fellow in Quantitative methods.
Research Interest
I am interested in pricing of options and futures in general, pricing option with jumps (stable processes are used in modeling the underlying security price.) in particular. I am also interested in various topics in stochastic analysis, such as verifying whether a solution of a stochastic differential equation admits a smooth density, application of rough path theory.
Publications
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Q. Wang., Sun, X., Cobb, S., Lawson, G., Sharples, S. (2016). 3D printing system: an innovation for small-scale manufacturing in home settings? – Early adopters of 3D printing systems in China. International Journal of Production Research, (2013 Impact Factor: 1.323, ABS 3)
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Wang, Q., Sun, X. (2017) Crude oil price: demand, supply, economic activity, economic policy uncertainty and wars - from the perspective of Structural Equation Modelling (SEM). Energy Journal ( ABS 3, Impact Factor: 4.810) http://authors.elsevier.com/sd/article/S0360544217309192
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Wang, Q.F., Zhao, H.Z. (2017) Rough path properties for local time of symmetric α stable processes, Stochastic Process and their Applications. ( Impact Factor: 1.31, Level A journal in Mathematics, with A* journals being considered as the most prestigious mathematical journals) http://dx.doi.org/10.1016/j.spa.2017.03.006
