Dr Ding Chen BSc PhD

Dr Ding Chen

School of Mathematics
Associate Professor in Financial Mathematics

Contact details

Email
d.chen.3@bham.ac.uk
Address
School of Mathematics
Watson Building
University 麻豆精选
Edgbaston
Birmingham
B15 2TT
UK

Ding Chen is an associate professor in financial mathematics. He has previously held academic positions in the University of Sussex. Ding Received his PhD in Finance from the University of Nottingham in 2014, and BSc in Mathematics from Imperial College in 2007. His research interests include Asset Pricing, Derivative Pricing, Term-Structure Modelling, Volatility Dynamics, etc. He has published papers in the Journal of Financial Economics, Journal of Financial Markets, Mathematical Finance, among others.

Qualifications

  • BSc in Mathematics, Imperial College, London, 2007
  • PhD in Finance, University of Nottingham, 2014

Teaching

Semester 1

LM Quantitative Funds Management

Semester 2

LM Interest Rate and Credit Risk Modelling

Publications

Recent publications

Article

Alexander, C, Chen, D & Imeraj, A 2023, '', Mathematical Finance, vol. 33, no. 4, pp. 1005-1043.

Chen, D, Guo, B & Zhou, G 2023, '', Journal of Financial Markets, vol. 63, 100771.

Zhang, Q, Ding, R, Chen, D & Zhang, X 2023, '', International Review of Financial Analysis, vol. 89, 102811.

Zhang, Q, Zhang, X, Chen, D & Strange, R 2022, '', International Review of Financial Analysis, vol. 79, 101965.

Shi, Y, Chen, D, Guo, B, Xu, Y & Yan, C 2022, '', International Review of Financial Analysis, vol. 83, 102295.

Zhang, X, Zhang, Q, Chen, D & Gu, J 2019, '', International Review of Financial Analysis, vol. 64, pp. 38-56.

Su, H, Chen, D & Newton, DP 2017, '', Journal of Derivatives, vol. 24, no. 3, pp. 9-27.

Chen, D, H盲rk枚nen, HJ & Newton, DP 2014, '', Journal of Financial Economics, vol. 114, no. 3, pp. 600-612.