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個人簡介

張德濤Detao Zhang

山東大學(xué)經(jīng)濟學(xué)院講師 Assistant Professor at School of Economics, Shandong University

Email: zhangdetao@gmail.com

通訊地址：山東省濟南市山大南路27號，山東大學(xué)經(jīng)濟學(xué)院，郵編250100

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

學(xué)習(xí)工作經(jīng)歷 (Education)

2007 - 2009, 山東大學(xué)數(shù)學(xué)學(xué)院 (School of Mathematics, Shandong University), 運籌學(xué)與控制論博士 (PhD in Operation Research and Control Theory)

2005 - 2007, 山東大學(xué)數(shù)學(xué)學(xué)院 (School of Mathematics, Shandong University), 運籌學(xué)與控制論碩士 （Ms in Operation Research and Control Theory)

2000 - 2004, 山東大學(xué)數(shù)學(xué)學(xué)院 (School of Mathematics, Shandong University), 統(tǒng)計學(xué)學(xué)士（Bs in Statistics)

講授課程 (Teaching Courses)

本科生課程：微積分 (Calculus )，線性代數(shù) (Linear Algebra)， 概率論與數(shù)理統(tǒng)計（Probability and Statistics）

研究方向 (Research Fields)

金融數(shù)學(xué)（Mathematical Finance），隨機控制（Stochastic Control），正倒向隨機微分方程（Forward Backward Stochastic Differential Equation）

發(fā)表論文 (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.

獲獎 (Awards)

2010年獲山東大學(xué)“齊魯證券獎學(xué)金”

2009年獲山東大學(xué)“優(yōu)秀研究生獎學(xué)金”

2005年-2008年連續(xù)獲得山東大學(xué)“優(yōu)秀研究生干部”

2007年獲山東大學(xué)“優(yōu)秀研究生獎學(xué)金”

2007年獲山東大學(xué)“臨沂市人民醫(yī)院獎學(xué)金”