Jianqiang Hu

Fudan University

Professor

670 Guoshun Road

Siyuan Building, Room 508

Shanghai, 200433

China

http://www.fdsm.fudan.edu.cn/en/teacher/preview.aspx?UID=91946

SCHOLARLY PAPERS

2

DOWNLOADS

53

CITATIONS

3

Scholarly Papers (2)

1.

The Impact of Trading Restrictions and Margin Requirements on Stock Index Futures

Number of pages: 22 Posted: 14 Jul 2018
Jianqiang Hu, Tianxiang Wang, Wenwei Hu and Jun Tong
Fudan University, School of Management, Fudan University, Shanghai University of Engineering Science and School of Management, Shanghai University
Downloads 45 (400,244)

Abstract:

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Stock Index Futures, Market Liquidity, Margin Requirement, Position Limit

2.

Sensitivity Analysis of Portfolio Credit Derivatives by Conditional Monte Carlo Simulation

Number of pages: 26 Posted: 20 Jun 2019
Lei Lei, Yijie Peng, Michael Fu and Jianqiang Hu
Chongqing University, Department of Industrial Engineering and Management, Peking University, University of Maryland - College Park and Fudan University
Downloads 8 (585,988)
Citation 3

Abstract:

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simulation, stochastic gradient estimation, credit derivative, conditional Monte Carlo, copula model