- 教师名称：苏云鹏
- 教师拼音名称：Su Yunpeng
- 出生日期：1982-12-15
- 性别：男
- 学科：Accounting and Financial Management
- 职称：副教授
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YANG Baochen. An Empirical Comparison of Interest Rate Model Estimation Methods Based on EKF and UKF.. The 16th Annual Global Finance Conference, Honolulu, USA, 2009.. 2019
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YANG Baochen. Liquidity Effects and its Determinants in China's Corporate Bond Market. The 25th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management. 2017
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YANG Baochen. Correlationship between Credit Risk and Liquidity Risk in Corporate Bond Market. The 25th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management. 2017
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YANG Baochen. An Empirical Study on the Interaction Mechanism Among Asset Prices，Inflation and Monetary Policy.. Journal of Northwest A&F University (Social Science Edition), 2010, 10(3): 51-55. (in Chinese). 2019
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ZHANG Yugui. An Empirical Analysis on Term Structure of SHIBOR Using Vasicek and CIR Models.. Statistics & Information Forum, 2009, 24(6): 44-48. (in Chinese). 2019
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YANG Baochen. An Empirical Research on the Term Structure of SHIBOR.. Journal of UESTC (Social Sciences Edition), 2010, 12(5): 39-45. (in Chinese). 2019
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YANG Baochen. Improvement in Hedging of Curvature Change and Interest Rate Risk.. Systems Engineering, 2011, 29(12): 13-18. (in Chinese). 2019
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YANG Baochen. Stochastic Duration-Matching Immunization: A Nonparametric Method. Systems Engineering. 2013,31 (1):37-43
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PAN Xiujuan. Empirical Comparison of the Dynamic Interest Rate Term Structure Models in China's Interbank Bond Market. Systems Engineering. 2014,32 (10):30-37
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LI Jingjing. Interest Rate Risk Measure model under the Multi-Factor HJM Framework. Systems Engineering—Theory & Practice. 2014,34 (11):2783-2790
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Baochen Yang. Risk Management of Bond Portfolio based on Forecast of Term Structure of Interest Rates. Journal of Financial Research. 2012,10 :86-96
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YANG Baochen. Estimations of Term Structure of Interest Rate Model Based on EKF and UKF Approaches.. Journal of Systems & Management, 2009, 18(3): 344-349. (in Chinese). 2019
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SU Yunpeng. Regime Switching in Dynamics of Risk Premium: Evidence from SHIBOR.. The 20th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management, Rutgers University, USA, 2012.. 2019
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YANG Baochen. Model calibration of HJM models based on UKF with application.. Journal of Management Sciences in China, 2010, 13(4): 67-75. (in Chinese). 2019
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YANG Baochen. Regime switching in risk premium dynamics of SHIBOR. Journal of Systems Engineering, 2012, 27(2): 201-207. (in Chinese). 2019
