标题：张应应
张应应
基本信息张应应，男，汉族，1983年8月出生于重庆，澳门大学数学博士毕业，研究方向为统计建模与计算、期权定价。[1]
教育背景本科，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（全英文）
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（全英文）
导师：金小庆教授
论文题目：Preconditioning Techniques for a Family of Toeplitz-Like Systems with Financial Applications[1]
Ying-Ying Zhang
Educational Experiences1. 2001/09--2005/07, B. Sc., Department of Applied Mathematics, Sichuan University, Sichuan, China.
2. 2005/09--2007/07, M. Sc, Department of Mathematics, University of Macau, Macao, China. 
3. 2007/09--2010/08, Ph.D., Department of Mathematics, University of Macau, Macao, China. 
Working Experiences1. 2010/09--present, Lecturer, Department of Statistics and Actuarial Science, Chongqing University, Chongqing, China.[1]
Recent Research InterestsMultivariate statistical analysis using R, Simulations, Financial mathematics and option pricing theory, Fast iterative solvers for Toeplitz-like systems[1]
Teachings1. Multivariate Statistics Analysis
2. R Software in Statistics
3. Probability Theory and Mathematical Statistics
4. Linear Algebra
Honors and Awards1. 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.
Research Grants1. 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.[1]
Note: My papers can be downloaded by signing in a gmail account with 
Username: zhang.yingying.papers at gmail dot com
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Published/Accepted Journal Publications1. Ding D, Zhang YY. A splitting-step algorithm for reflected stochastic differential equations [J]. Computers & Mathematics 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 Mathematics, 2012, 236: 4365-4374.
4. Zhang YY, Pang HK, Feng LM, Jin XQ. Quadratic finite element and preconditioning for options pricing in the SVCJ model [J]. Journal of Computational Finance. Accepted for publication, 2012.[1]
Submitted Journal Publications1. Zhang YY. An object-oriented framework for robust factor analysis [J]. Submitted in March 2012, under review.
2. 张应应, 杨虎. 稳健性因子分析在股票评价中的应用[J]. 2012年5月投稿, 审稿中.
3. 魏毅, 张应应. 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]. 2012年6月投稿, 审稿中.
4. 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]. 2012年8月投稿, 审稿中.
Proceedings or Book Chapters1. 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 Electronics Engineering Conference (RIUPEEEC), University of Macau, Macao, China, 2006.
2. Zhang YY, Vong SW, Jin XQ. A family of generating functions with its applications [C]. The NIMS 2008 Conference & The 4th East Asia SIAM Conference, Daejeon, Korea, October 10-12, 2008.
3. Ding D, Zhang YY. Numerical solutions for reflected stochastic differential equations [C]. Recent Advances in Computational Mathematics, 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 Mathematics, 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.
Conference Talks1. 2006/07, The 4th Regional Inter-University Postgraduate Electrical and Electronics Engineering Conference (RIUPEEEC 2006), Speaker, Macao. 
2. 2006/12, Workshop on Computational Mathematics and Finance, Speaker, Macao. 
3. 2008/10, The NIMS 2008 Conference & The 4th East Asia SIAM Conference, Speaker, Daejeon, Korea. 
4. 2009/07, Bi-Lateral Workshop on Computational Mathematics, 2009 Fudan University—University of Macau, Speaker, Shanghai, China.