Family name： Yang

First name：Chengrong

Nationality：Chinese

Title & Position：Associate Professor

Department: Finance

Date of birth：1974-04

Office location: Kuang Yaming Building, Room 3051

E-mail：yangcr@jlu.edu.cn

Research interests

Financial engineering; Mathematical finance

Education

B.A. in Mathematics, Jilin University, 1995.

Ph.D. in Mathematics, Jilin University, 2001.

Working experience

Visiting Scholar     School of Mathematical Science, Tongji University, 2003.2-2003.7

Visiting Scholar     Department of Mathematics, University of Georgia, 2007.10-2008.4

Postdoctoral Fellow  Applied economics, School of Business, Jilin University, 2005-2008

Lecturer           Mathematics School, Jilin University, 2000-2004

Associate Professor  Mathematics School, Jilin University, 2004-2008

Associate Professor  School of Business, Jilin University, 2008-

Publications

[1] Ren Y., Yang C.. Dynamic Loan-to-Value Ratios of Stock Pledged Repos. Chinese Journal of Management Science, 2017, 25(1), 35-44.

[2] Yang C., Bai S., Zhang Y.. Multiscale analysis of comovement between China and US money market interest rate expectations: The empirical evidence from prices of interest rate swaps. 《Quantitative Economics in the 21st Century (Volume 16)》, 2016, 189-216, Economy and Management Publishing House.

Sponsored research projects

Pricing problems of stock-pledged financing for small and medium enterprises, sponsored by National Natural Science Foundation of China. (No. 71201069).