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Nottingham University Business School China

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Before joining the Nottingham University Business School China, Dr. Eva Zhang was a post-doctoral research fellow in the school of Economics and Finance at the University of St Andrews/UK.

She studied in the University of Kaiserslautern in Germany, where she earned both her PhD and MSc in Financial Mathematics. She obtained her first MSc in Mathematics Education and BSc in Mathematics from the Central China Normal University. She studied Economics at the University of Edinburgh/UK as an MSc student and studied in the University of Bath/UK with a PhD scholarship.

She is a Research Affiliate to the Centre for Research into Industry, Enterprise, Finance and the Firm at St Andrews.
She worked at AON Consulting in London/UK as an asset researcher and lectured in the School of Economics & Finance at the University of St Andrews/UK. She also lectured in China Petroleum University (Beijing). She worked as a Mentor for MSc students in Financial Mathematics at the University of Leeds/UK.

Dr. Eva Zhang has served as a reviewer for Quantitative Finance, Mathematical Finance, IMA Journal of Management Mathematics, Investment Management and Financial Innovations.

She is a Candidate for Ningbo ‘4321 Telent Project’ (宁波市4321 人才工程 (二层) 人选 ).

Teaching

Undergraduate

Quantitative Methods 2A
Quantitative Methods 1B

Postgraduate

Further Quantitative Research Methods

Research

Principal research interests

• Risk Management
• Regime Switching
• Optimal control, Mathematical Finance
• Pension Mathematics
• Portfolio Management
• Quantitative Methods

PhD Supervision:
Ren Sixin: commencing in Oct. 2009 (joint with Prof. David Newton & Dr. Qingping Ma)

Recent publications

1. Zhang, A., (2010) A closed-form solution to the continuous-time consumption model with endogenous labor income, Decision in Economics and Finance, Accepted.

2. Korn, R., Siu, T. K., Zhang, A. (2010) Asset allocation for a DC pension fund under regime-switching environment, to appear in the European Actuarial Journal.

3. Zhang, A., Ewald, C., (2010）Optimal investment for a pension fund under inflation risk. Mathematical Methods of Operations Research, 71, 353-369.

4. Zhang, A., (2009) Pension funds under inflation risk, pension fund risk management Financial and Actuarial Modeling, forthcoming.

5. Zhang, A., (2007) Optimal Consumption, Labour Supply and Portfolio Rules in a Continuous-time Life Cycle Model, Proceedings of the Second Conference on Game Theory and Applications, World Academic Press.

6. Zhang, A., (2007) A secret to create a complete market from an incomplete market, Applied Mathematics and Computation 191, 253-262.

7. Zhang, A., Korn, R., Ewald, C., (2007) Optimal management and inflation protection for defined contribution pension plans, Blätter der DGVFM, Volume 28 (2), 239-258, Springer

8. Ewald, C., Zhang, A., (2006) A New Method for the Calibration of Stochastic Volatility Models: The Malliavin Gradient Method, Quantitative Finance, Volume 6 (2), 147-158.

Papers published before 2006:

9. Zhang, A., (2001) The Influence of Modern Technology on Mathematics Education, Journal of Central China Normal University (Natural Sciences) 35 (3).
10. Zhang, A., Rao, F. Q., (2000) Stress Reduction in Modern Mathematics Education China Education Press, 2000-08-30, DOI: CNKI:PCN:11-0035.0.2000-08-300033
11. Zhang, A. (1999) On the Effects of Computers on Mathematics Education and Related Strategies, 9th National Conference on High School Education, Beijing. Awarded 2nd prize for excellent contributed papers

Recent papers at Conferences, Workshops & Seminars

• Zhang, A., (2008) A closed-form solution to the continuous-time consumption model with endogenous labor income, Presented at
o The Econometric Society Australasian Meeting (ESAM09), July 7-10, 2009, Canberra, Australia.
o Scottish Economic Society Annual Conference, April 21-23, 2008; Perth, UK.
o Finance Seminar, School of Economics & Finance, University of St Andrews, UK
o Financial Mathematics seminar, Fraunhofer- ITWM, Institute for Technology and Economical Mathematics, Germany.
Zhang, A., (2008) Optimal investment for a pension fund under inflation risk. Presented at
o 6th workshop on Pension and Saving, April 3-4, 2008; Dauphine University, Paris, France
o 12th International Congress on Insurance: Mathematics and Economics, July 16-18, 2008; Dalian, China

Zhang, A. (2007) Optimal Consumption, Labour Supply and Portfolio Rules in a Continuous-time Life Cycle Model
Presented at
o 2nd Conference on Game Theory and Applications, 2007, Qingdao, China.