基本情况

秦学志,教授,博士生导师,2005年入选教育部新世纪人才计划、2009年入选辽宁省百千万人才工程百人层次;现任大连理工大学金融工程博士点负责人,中国精算师资格考试大连考试中心和北美精算师资格考试大连考试中心负责人,大连理工大学工商管理学院副院长。

 

研究领域

金融工程与风险管理

 

教育背景

2000年至2002 博士后,上海交通大学管理科学与工程

1988年至1991 硕士,大连理工大学应用数学系

1984年至1988 学士,大连理工大学应用数学系

 

论文发表

  1. 陈正声,秦学志,多因素时变Markov链模型下考虑信用风险的互换期权定价,系统工程理论与实践,2011316):993-1002
  2. 王玥,秦学志,张康,黄世英,和谐共赢视角下投融资多方博弈均衡模型研究,管理学报,201185):763-768
  3. 秦学志,张康,胡友群,王玥,基于投入产出原理的CPI价格-消费驱动模型,经济科学,2011(4)28-39
  4. 秦学志,王玥,尾部相关系数的渐进变化特征及其应用,系统工程理论与实践,2011312):193-204
  5. 孙晓琳,秦学志,陈田,监管宽容下资本展期的存款保险定价模型,运筹与管理,2011201):150-156
  6. 秦学志,张康,孙晓琳,产业关联视角下的政府投资拉动效应研究,数量经济技术经济研究,2010(9)3-17
  7. 周颖颖,秦学志,小样本下两阶段MCMC参数估计方法——基于信用风险强度模型的研究,运筹与管理,2010191):126-131
  8. 王玥,秦学志,双重违约下的银企共赢信用机理研究,运筹与管理,2008176):127-133
  9. 陈田,秦学志,债务抵押债券(CDO)定价模型研究综述,管理学报,200854):616-624
  10. 尚勤,秦学志,周颖颖,死亡强度服从Ornstein-Uhlenbeck跳过程的长寿债券定价模型,系统管理学报,2008317):297-302
  11. Ruicheng Yang, Xuezhi Qin, Tian Chen. CDO pricing using single factor MG-NIG copula model with stochastic correlation and random factor loadingJournal of Mathematical Analysis and Applications, 2009, (305): 73-80 (SCI)
  12. Yang, Ruicheng, Qin, Xuezhi; Xia, Bing. Pricing barrier options with time-dependent parameters and curved boundaries Proceedings-ISECS International Colloquium on Computing, Communication, Control, and Management, CCCM 2008, 2008: 299-303
  13. Qin, Xuezhi; Shang, Qin. Securitization of Longevity Risk in Pension Annuities. 2008 International Conference on Wireless Communications, Networking and Mobile Computing, WiCOM 2008, 2008, 468-474
  14. Zhou, Yingying, Qin, Xuezhi; Yang, Ruicheng. Valuating for European barrier options of up-and-out type with fuzzy parameters, Chinese Control and Decision Conference, 2008, CCDC 2008, Chinese Control and Decision Conference, CCDC 2008, 2008: 2609-2614
  15. Qin, Xuezhi, Wang, Yue. Multiparty game credit loan model with dual default risk, 2008 International Conference on Wireless Communications, Networking and Mobile Computing, WiCOM, WiCOM 2008, 2008, 468-548
  16. Zhou, Yingying, Qin, Xuezhi; Shang, Qin; Liu, Zhen. Reduced credit risk measurement model with particle filter approach, 2008 3rd IEEE Conference on Industrial Electronics and Applications, ICIEA 2008, 2008: 203-207
  17. Wang, Yue , Qin, Xue-Zhi; Liang, Yun-Chong. The credit loan strategy model based on leader follower game theory, 2008 International Conference on Management Science and Engineering 15th Annual Conference Proceedings, ICMSE, 2008: 1139-1145
  18. Ruicheng, Yang, Shiying, Huang; Xuezhi, Qin. Optimal nonlinear dynamic problem with stochastic impulse and regular control laws, Proceedings of the 26th Chinese Control Conference, 2007: 316-320