个人信息

姓名：吴远

职称：讲师

教育背景

2014.9-2017.6 同济大学，数学科学学院，博士，导师：梁进

2010.9-2011.1 台湾东吴大学，财务工程与精算数学系，交换生

2009.9-2012.3 同济大学，数学科学学院，硕士，导师：梁进

2005.9-2009.6 郑州大学，数学与应用数学

工作经历

2017.7-至今     上海立信会计金融学院，讲师

2012．8-2013.8  中国工商银行上海分行

科研成果

Ø Yuan Wu and Jin Liang,Valuation of Loan Credit Default Swaps Correlated Prepayment and Default Risks with Stochastic Recovery Rate,International Journal of Financial Research, 2012,3(2).

Ø Jin Liang, Yuan Wu and Bei Hu.Asymptotic traveling wave solution for a credit rating migration problem. Journal of Differential Equations, 2016, 261(2): 1017-1045.

Ø Bei Hu, Jin Liang and Yuan Wu.A free boundary problem for corporate bond with credit rating migration, Journal of Mathematical Analysis & Applications, 2015, 428(2): 896-909.

Ø Xiaoli Yang, Jin Liang and Yuan Wu.Optimal control of perpetual CPDO: minimal cash-out probability and maximal conditional return,Optimal Control Applications & Methods, 2014, 35(4): 383–394.

Ø Yuan Wu and Jin Liang, A new model and its numerical method to identify multi credit migration boundaries. International Journal of Computer Mathematics, 2017(2):1-15.