深圳市鹏程学者,深圳大学深圳南特商学院中方院长,教授、博导,香港理工大学兼职博导。广东省“千百十工程省级培养对象”,深圳市海外高层次人才、地方领军级高层次人才。一直从事金融工程、财富管理、量化投资、风险管理等的理论及实务研究,是多家国际SCI期刊的副主编,在国际SCI期刊上发表学术论文三十来篇,出版专著2部。近年来,承担了大量国家基金委、国家税务总局、教育部、深圳市地方税务局的大型重点课题。同时担任深圳市、东莞市等的地方政府的项目评审和决策专家。曾经在多家投资公司担任学术顾问。


深圳市鹏程学者,深圳大学深圳南特商学院中方院长,教授、博导,香港理工大学兼职博导。
kaizhang@szu.edu.cn

教育经历

PhD in Applied Mathematics
Hong Kong Polytechnic University (HKPU), China (PRC) (2006)

Master of Science in Computational Mathematics
Chongqing University, China (PRC) (2003)

Bachelor of Science, in Computational Mathematics
Chongqing University, China (PRC) (2000)


研究领域

Computational Finance and Financial Engineering
Innovation Economics and Finance
Financial Optimization and Portfolio


学术经历

Professor in Finance
Shenzhen University, China (PRC), Since2009

Research Fellow
Monash University, Australia, 2008 – 2009

Lecturer
Shenzhen University, China (PRC), 2007 – 2008

Postdoctoral Research Associate
The University of Western Australia, Australia, 2006 – 2007


发表刊物

Forthcoming

ZHANG, K., YANG, X. (2018) . Power Penalty Approach to American Options Pricing Under Regime Switching, Journal of Optimization Theory and Applications, 179 (1), 311-331

ZHANG, K., YANG, X. (2017) . Numerical Valuation of Options on Zero-Coupon Bonds with a Fitted Finite Volume Method, International Journal of Numerical Analysis and Modeling

2016

WANG, S., ZHANG, K. (2016) . An interior penalty method for a nite-dimensional linear complementarity problem in financial engineering, Optimization Letters, 12 (6), 1161–1178

2015

ZHANG, K., TEO, K. (2015) . A penalty-based method from reconstructing smooth local volatility surface from american options, Journal of Industrial and Management Optimization, 11 (2), 631-644

2014

ZHANG, K., TEO, K., STEWART, M. (2014) . A Robust Numerical Scheme For Pricing American Options Under Regime Switching Based On Penalty Method, Computational Economics, 43 (4), 463–483

2013

ZHANG, K., TEO, K. (2013) . Convergence analysis of power penalty method for American bond option pricing, Journal Of Global Optimization, 56 (4), 1313-1323

2012

ZHANG, K., WANG, S. (2012) . Pricing American bond options using a penalty method, Automatica , 48(3), 472-479

ZHANG, K. (2012) . Applying power penalty method to numerically pricing American bond options, Journal of Optimization Theory and Applications, 154 (1), 278-291

2011

ZHANG, K., WANG, S. (2011) . Convergence property of an interior penalty approach to pricing American option, Journal of Industrial and Management Optimization, 7 (2), 435-447