张应应，男，1983年8月出生于重庆市，汉族。他毕业于澳门大学数学博士专业，并研究统计建模、R软件计算和期权定价。他现在是重庆大学数学与统计学院的讲师和硕士生导师。

本科，2005年7月毕业于四川大学数学学院应用数学专业

硕士，2007年8月毕业于澳门大学数学系金融数学方向

导师：丁灯教授

论文题目：On Numerical Solutions for Reflected Stochastic Differential Equations in [0,+inf)

博士，2010年8月毕业于澳门大学数学系金融数学方向

导师：金小庆教授

论文题目：Preconditioning Techniques for a Family of Toeplitz-Like Systems with Financial Applications

1. 2001/09--2005/07, B. Sc., Department of Applied 数学, Sichuan University, Sichuan, China.

2. 2005/09--2007/07, M. Sc, Department of Mathematics, University of 澳门特别行政区, Macao, China.

3. 2007/09--2010/08, Ph.D., Department of Mathematics, University of Macau, Macao, China.

1. 2010/09--present, Lecturer, Department of 统计学 and Actuarial Science, Chongqing University, Chongqing, China.

Multivariate statistical analysis using R, Simulations, Financial 数学 and option pricing theory, Fast iterative solvers for Toeplitz-like syst子宫内膜异位症

1. Multivariate 统计学 Analysis

2. R Software in Statistics

3. Probability Theory and Mathematical Statistics

4. Linear Algebra

5. Advanced Mathematical Statistics

1. 2003/10, The China undergraduate mathematical contest in modeling (CUMCM), First Prize.

2. 2003/12, The outstanding student of Sichuan university during 2002—2003.

3. 2004/06, The innovative talents of Sichuan university during 2002—2004, First Prize.

4. 2008/10, EASIAM Student Paper Competition, Third Prize.

1. 2010/09--2015/09, 带跳过程下的期权定价(Option pricing under jump diffusion processes), 重庆大学高层次人才科研启动基金项目(Chongqing university high-level talents research start funds), CDJRC10100010.

2. 2011/09--2014/09, 基于R软件的多元统计分析及其应用(Multivariate statistical analysis and its applications using R software), 重庆市自然科学基金项目(Natural Science Foundation Project of CQ CSTC), CSTC2011BB0058.

3. 2013/01--2014/12, Monte Carlo高级技术及其在期权定价中的应用(Monte Carlo advanced techniques with their applications in options pricing), 中央高校基本科研业务费项目(the Fundamental Research Funds for the Central Universities), CQDXWL2012/004.

Note: My papers can be downloaded by signing in a gmail account with

Username: zhang.yingying.papers at gmail dot com

Password: zhang.yingying.papers

Published/Accepted Journal Publications

1. Ding D, Zhang YY. A splitting-step algorithm for reflected stochastic differential equations [J]. Computers \u0026 数学 with Applications, 2008, 55: 2413-2425.

2. Pang HK, Zhang YY, Vong SW, Jin XQ Circulant preconditioners for pricing options [J]. Linear Algebra and its Applications, 2011, 434: 2325-2342.

3. Pang HK, Zhang YY, Jin XQ. Tri-diagonal preconditioner for pricing options [J]. Journal of Computational and Applied 数学, 2012, 236: 4365-4374.

4. Zhang YY, Pang HK, Feng LM, Jin XQ. Quadratic finite element and preconditioning methods for options pricing in the SVCJ model [J]. Journal of Computational Finance. To appear, 2014.

5. 张应应, 魏毅. 用一个R函数实现正态总体均值、方差的区间估计及假设检验[J]. 统计与决策, 拟刊出时间2013年3-5月.

6. 张潇方, 张应应. 对比克强指数和GDP反映中国经济现实状况的回归分析[J]. 统计与决策, 拟刊出时间2014年6-8月.

Submitted Journal Publications

1. 张应应. 稳健性因子分析在股票评价中的应用[J], 审稿中.

2. 张应应, 代春兰. 带方差减小技术的Monte Carlo方法在算术平均亚洲期权定价中的应用[J], 审稿中.

3. Zhang YY. An object-oriented framework for robust factor analysis [J], under review.

4. Zhang YY, Wei Y. One and two samples using only an R 函数 [J], under review.

5. 董美辰, 张应应. 基于R软件的中国农业总产值及其影响因素的回归分析[J], 审稿中.

6. 王璐，张应应. 基于R软件的证券投资收益率分析与预测[J], 审稿中.

7. 徐露, 张应应. 主成分分析与因子分析的比较及实证分析[J], 审稿中.

8. 唐雪银, 张应应. 中国GDP与建筑业总产值和服务业总产值的线性关系分析[J], 审稿中.

Proceedings or Book Chapters

1. Ding D, Zhang YY, Chan II. Numerical approximation and simulation of solutions for reflected stochastic differential equations [C]. Proceeding of the 4th Regional Inter-University Postgraduate Electrical and 电子学 Engineering Conference (RIUPEEEC), University of 澳门特别行政区, Macao, China, 2006.

2. Zhang YY, Vong SW, Jin XQ A family of generating functions with its applications [C]. The NIMS 2008 Conference \u0026 The 4th East Asia SIAM Conference, 大田广域市, Korea, October 10-12, 2008.

3. Ding D, Zhang YY. Numerical solutions for reflected stochastic differential equations [C]. Recent Advances in Computational 数学, International Press, Somerville, Massachusetts, U.S.A., and Higher Education Press, Beijing, China, 2008.

4. Ding D, Jin XQ, Zhang YY. Numerical comparison of Monte Carlo methods for linear systems [C]. Recent Advances in Computational 数学, International Press, Somerville, Massachusetts, U.S.A., and Higher Education Press, Beijing, China, 2008.

5. 张应应, 徐开阔，张洪亮. 露天矿卡车调度问题研究[C]. 全国大学生数学建模/电子设计竞赛获奖论文集, 2004: 1-9.

1. 2006/07, The 4th Regional Inter-University Postgraduate Electrical and 电子学 Engineering Conference (RIUPEEEC 2006), Speaker, Macao.

2. 2006/12, Workshop on Computational 数学 and Finance, Speaker, Macao.

3. 2008/10, The NIMS 2008 Conference \u0026 The 4th East Asia SIAM Conference, Speaker, 大田广域市, Korea.

4. 2009/07, Bi-Lateral Workshop on Computational Mathematics, 2009 Fudan University—University of Macau, Speaker, Shanghai, China.