Rui Zhong
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PhD anticipated 2012 MA Financial Risk Management, Simon Fraser University, Canada BA Economics in International Economics and Trade, Nankai University, China |
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| Rui Zhong joined Ph.D. in finance at Concordia University in 2008. His research interests focus on credit risk modeling, liquidity risk analysis, financial securities valuation and derivative pricing. His research works were presented on Administration Sciences Association of Canada (ASAC) conference and Mathematical Finance Days. |
Research Interests
- Credit risk modeling
- Portfolio selection under transaction cost
- Financial securities valuation and derivatives pricing
- International finance
Selected Research
Working Paper
- “Stock Market Crises, Background Risk and Liquidity Premium”, with Sergei Isaenko, working paper, Concordia University, 2010.
Conference & Seminar Presentations
- “Stock Market Crises, Background Risk and Liquidity Premium”, with Sergei Isaenko, presented at Mathematical Finance Days, Institut De Finance Mathematique De Montreal, May, 2011.
- “Closed-Form GARCH Term Structure", presented at Administration Science Association of Canada (ASAC) Conference at Niagara Fall, 2009
Teaching
Concordia University, Montréal, Canada- Full-time Lecturer–FINA 385 (summer, 2011)
Selected Honours & Awards
- Lorem ipsum dolor sit amet, consectetur adipiscing elit, 2011.
- Cras varius lectus ac tellus vestibulum sit amet ornare risus semper, 2010
Scholarships & Funding
- National Bank Fellowship, 2008-2010.
