山东大学经济学院金融系导师介绍：张德涛

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个人简介

张德涛Detao Zhang

山东大学经济学院讲师 Assistant Professor at School of Economics, Shandong University

Email: zhangdetao@gmail.com

通讯地址：山东省济南市山大南路27号，山东大学经济学院，邮编250100

Mailing Address:  NO. 27, South Shanda Road, School of Economics, Shandong University, Jinan City, Shandong Province, P.R. CHINA. Post Code: 250100

学习工作经历 (Education)

2007 - 2009, 山东大学数学学院 (School of Mathematics, Shandong University), 运筹学与控制论博士 (PhD in Operation Research and Control Theory)

2005 - 2007, 山东大学数学学院 (School of Mathematics, Shandong University), 运筹学与控制论硕士 （Ms in Operation Research and Control Theory)

2000 - 2004, 山东大学数学学院 (School of Mathematics, Shandong University), 统计学学士（Bs in Statistics)

讲授课程 (Teaching Courses)

本科生课程：微积分 (Calculus )，线性代数 (Linear Algebra)， 概率论与数理统计（Probability and Statistics）

研究方向 (Research Fields)

金融数学（Mathematical Finance），随机控制（Stochastic Control），正倒向随机微分方程（Forward Backward Stochastic Differential Equation）

发表论文 (Publications)

1.Detao ZHANG, Backward Linear Quadratic Stochastic Optimal Control and Nonzero-sum Differential Games Problem with Random Jumps, Journal of Systems Science and Complexity, 24(4), 647-662, 2010.(SCI, EI)

2.Detao ZHANG, Forward-Backward Stochastic Differential Equations and Backward Linear Quadratic Stochastic Optimal Control Problem, Communications in Mathematical Research, 25(5), 402-410, 2009.

3.Detao ZHANG, Tian ZHANG, Optimal Portfolio of Corporate Investment and Consumption under

4.Market Closure, International Journal of Business, 17(1), 25-38, 2012.Jin MA, Zhen WU, Detao ZHANG, Jianfeng ZHANG, On Wellposedness of Forward-Backward

5.SDEs: A unified Approach, preprint.

6.Jin MA, Zhen WU, Detao ZHANG, Jianfe.ng ZHANG, High Dimensional BSDEs and Related PDEs Systems, preprint.

7.Zongyuan HUANG, Detao ZHANG, Optimal Portfolio of Corporate Investment and Consumption under Market Closure: Inflation Case, preprint.

获奖 (Awards)

2010年获山东大学“齐鲁证券奖学金”

2009年获山东大学“优秀研究生奖学金”

2005年-2008年连续获得山东大学“优秀研究生干部”

2007年获山东大学“优秀研究生奖学金”

2007年获山东大学“临沂市人民医院奖学金”