At the invitation of our college, Professor Zhu Songping from Wollongong University in Australia visited our college on July 23-27, and gave an academic report entitled "pricing financial derivatives with and without stochalic volatility". Firstly, Professor Zhu Songping made a macro introduction of the international development of financial mathematics, and then made a profound report in simple languages on the research of financial derivatives. Some undergraduates, postgraduates and young teachers of the college participated in the academic exchanges. Dr. Yang Weihua presided over the report.
Zhu Songping, graduated from the University of Michigan in 1987 with a doctoral degree, is now a professor and doctoral supervisor,Director of the Financial Mathematics Research Center, Dean of the College of Mathematics and Statisticsof the University of Wollongong and Tang Aoqing Chair Professor in the Department of Financial Mathematics of Jilin University. From April 2011 to May 2012, Zhu Songping had served as the Lead Guest Editor of International Journal of Computer Mathematics (For a Special Issue on Computational Methods For PDEs in Finance); Since May 2012, he has served as a member of the Editorial Committee of International Journal of Computer Mathematics;Since February 2008, he has served as a member of the Editorial Committee of the ANZIAM Journal;From June 2001 to September 2010, he hadserved as a member of the Editorial Committee of the International Journal of Engineering Analysis with Boundary Elements.
Professor Zhu Songping's research interests include financial mathematics and financial engineering, nonlinear wave theory, etc. He has published more than 160 academic papers in many journals includingsomefirst-class professional journals such as Mathematical Finance, Journal of Economic Dynamics and Control, Journal of Futures Markets, Proceedings of Royal Society London, Ser. A, Journal of Fluid Mechanics and Physics of Fluids. His papers has been cited more than 1000 times in the most authoritative ISI Web of Science. In 2006, Professor Zhu published an article entitled "AnalyticSolution ofSeriesType of AmericanOption" in the Journal of Quantitative Finance, which solved the analytic solution of American Put Options Pricing. As amilestone,it has been included in Wikipedia.
