
| 姓 名:叶龙森 职称职务:院长、教授 所属教研室:金融学 电子邮件:yels@nfu.edu.cn 研究领域:金融风险管理、金融衍生品、股票投资等金融领域、国际化教育研究 教授课程:金融工程 |
教育背景
1、1999年取得加拿大女皇大学金融管理学博士学位
2、1993年取得加拿大约克大学数学与统计学硕士学位
3、1985年取得北京理工大学工学硕士学位
4、1982年取得北京大学数学系理学学士学位
5、金融风险管理师(FRM)持证者
工作经历
1、2024年4月-至今 广州南方学院 商学院院长、教授
2、2017年4月- 2024年3月 北京理工大学珠海学院 会计与金融学院 院长、教授
3、1999年7月-2017年3月 加拿大圣玛丽大学苏比商学院 金融教授、系主任
4、2009年6月-2010年8月 江西财经大学国际学院 院长、教授
参与课题
1、数字金融与财富管理研究中心 省级 主持 2024年
学术期刊
l Ye, George Longsen, 2023, “Agricultural Risk Management: International Perspectives”,working paper.
l Ye, George Longsen, 2023, “Relationship between FinTech and Financial Engineering: A Review”, working paper.
Available at SSRN:https://ssrn.com/abstract=4370091
or doi: 10.2139/ssrn.4370091
l Ye, George, 2023, “FinTech Programs Offered by Universities in North America: A Review”’ manuscript.
l Wu, T. P., H. Wu, G. Ye, X. Yao and F.Chen, 2023, “The Symmetric and Asymmetric in the Nexus Tourism and Economic Development in China”, Chinese Economy.
doi:10.1080/10971475.2023.2173397
l Wu, T. P., H. Wu, G. Ye, X. Wu and B. Pan, 2022, “The Contribution of International Tourism Development to Economic Growth in Chinese Economy”, Journal of Policy Research in Tourism, Leisure and Events
doi:10.1080/19407963.2022.2088773.
l Wu, T. P., H. Wu and G. Ye, 2022, “Investigating the Effect of Tourism on Chinese House Prices: The Importance of Quantile-on-Quantile Estimations”, accepted for publication by Studies in Economics and Finance (forthcoming).
l Wu, T.P., H. Wu, G. Ye, X. Yao and B. Pan,2022, “Tourism and House Prices in China’s First-tier Cities: A Quantile on-Quantile Approach”, under review by Tourism Planning & Development.
l Lin, H, X. Wen, G. Ye and Z. Wu, 2022, “Relationship between governance structure and performance based on the application of XGBoost algorithm”, 2022 International Conference on Intelligent Computing and Machine Learning (2ICML-22) proceedings.
l Ye, George, 2022, “Undergraduate Education of Finance Major in Canadian Universities”, manuscript.
l Wang, H. and G. Ye, 2015, “A Sourcing Strategy for the Middle Offices in Financial Institutions”, Journal of Economic & Financial Studies 3(6), 26-32.
l Panasian, C. and G. Ye, 2015, “How many days equal a year: an non-trivial issue in the mean-variance model”, Journal of Finance & Investment Analysis, 4 (1), 2015,31-37.
l Ye, G., 2015, “The interactions between China and US stock markets: new perspectives”, Journal of International Financial Markets, Institutions & Money 31,331-342.
l Ye, George, "Take China or make China: on the pursue of Chinese students by Canadian universities", the University Affairs magazine, August 21, 2013
l Wang, E. and G. Ye, 2012, “A Chinese Cinderella’s Global Debut: Internationalization of Business Programs at JUFE”, Asia Pacific and Globalization Review 2(1).
l Ye, G., 2009, “Exotic Options: Boundary Analyses”, Journal of Derivatives& Hedge Funds 15(2), 149-157.
l Ye, G., 2008, “Asian Options versus Vanilla Options: A Boundary Analysis,” Journal of Risk finance 9 (2), 188-199.
l 叶龙森, 宋清华 (2007). “风险管理和现代金融”,《财贸经济》, 2007年第11期, 24-28页。此文被《经济研究参考》2008年第6期转载,新标题为“建立有效的风险管理体系是中国金融面临的紧迫课题”。
l Ye, G., 2005, “Asian Options Can Be More Expensive than Plain Vanilla Counterparts”, Journal of Derivatives 13(1), 56-60.
l Ye, G., 2004, “A Puzzle in the Markowitz's Mean-Variance Model”, Finance Letters 2(5).
l Neave, E. and G. Ye, 2003, “Pricing Asian Options in The Framework of The Binomial Model: A Quick Algorithm”, Derivatives Use, Trading, & Regulation (now Journal of Derivatives and Hedge Funds) 9(3), 203-216.
l Ye, G., 2002, “The Impacts of Liquidity Risk on the Prices of Swaps with Default Risk”, Journal of Risk Finance 3(3), 6-13.
l Neave, E. and G. Ye, 1999, “Valuation of Arithmetic Average Calls: Further Results”, the 9th International AFIR Colloquium Proceedings, Tokyo, Japan,350-373.
l Ye, G., 1997, “Pricing American Options on Currency Exchange Rates with Stochastic Interest Rates”, the 1997 ASAC Proceedings, Finance Division 18(1), 158-167.
l Ye, George L., and Edwin Neave, 1999, “Valuation of Arithmetic Average Calls: Further Results.” the 9th International AFIR Colloquium Proceedings, Tokyo, Japan, pp.350-373.
l Ye, George L. ,1997, “Pricing American Options on Currency Exchange Rates with Stochastic Interest Rates.” the 1997 ASAC Proceedings, Finance Division, Vol. 18, No.1, pp. 158-167.