个人基本信息
男，汉族，副教授
研究方向：
金融工程，流动性管理
教育背景
2000年4月—2004年3月 日本神户商科大学 管理科学科 统计学学士
2004年4月—2006年3月 日本兵库县立大学 经营学研究科 统计学硕士
2006年4月—2009年3月 日本兵库县立大学 经营学研究科 经营学博士
工作经历
2010年4月—2012年9月 上海交通大学安泰经济与管理学院，金融工程博士后研究员（现在从事国家重点项目：外汇储备的多元化和国际资产配置）。
代表性研究成果和学术奖励情况：
一、期刊论文
1. 「The sovereign credit and the limited foreign exchange outflow and theliquidity management of foreign exchang reserves」, Shibo Bian, Wei Liu and Dewei Zhang, Vol.70, No.5, 867-871, 2019.
2. 「Optimal liquidity reserve with funding liquidity risk」, Dewei Zhang , Chongfeng Wu and Chunyang Zhou, Applied Economics Letters, Vol.20, No.16, 1449-1452, 2013.
3. 「Liquidity management of foreign exchange reserves in continuous time」, Dewei Zhang, Yiqi Wang, Jingjing Wang, Weidong Xu, Economic Modelling 31, 138-142, 2013.
4. 「Foreign exchange reserves management in the presence of jump risk」, Dewei Zahng and Chunyang Zhou, Applied Economics Letters, 20, 250-254, 2013.
5. 「On stochastic model of common property resource economy and ruin probability」, M.Fujisaki, S.Katayama, and D.Zhang,International Journal of Pure and Applied Mathematics, Vol.39, No.2, 151-162, 2007.
6. 「Bayesian Analysis of Compound Poisson Process and its Application to Financial Data」, Fujisaki,M and D.Zhang,SSS’07(Proceeding of the 39th ISICE International Symposium on Stochastic System Theory and its Applications), 97-102, 2007.(ISICE: TheInstitute of Systems, Control and Information Engineers)
7. 「Calculation of the MEMM for geometric Lévy processes and its application to option pricing」, Fujisaki,M and D.Zhang,SSS’08(Proceeding of the 40th ISICE International Symposium on Stochastic System Theory and its Applications), 2008.(submitted) (ISICE: TheInstitute of Systems, Control and Information Engineers)
8. 「Bayesian Analysis of Compound Poisson Mixture Model and its Application to Financial Data」,Fujisaki,M and D.Zhang,IJICIC2009(International Journal of Innovative Computing Information and Control), 109-117, 2009.
9. ｢Evaluation of the MEMM, Parameter Estimation and Option Pricing for Geometric Lévy processes｣, Fujisaki,M and D.Zhang,Asia-Pacific Financial Markets(Formerly Financial Engineering and the Japanese Markets), JAFEE(the Japanese Association of Financial Econometrics and Engineering), Springer, 2009.(www.springerlink.com)
主讲课程：
线性代数，概率论与数理统计，数量金融实践
所获奖励及其他成果：
虚拟仿真实验教学国家级一流课程--2023年