Lijun Bo, Ph.D.
Professor of Probability
School of Math. & Stats., Xidian University, Xi'an 710071, PR China
E-mail: lijunbo@xidian.edu.cn
About Me
I am a professor of Probability in the School of Mathematics and Statistics at Xidian University, Xi'an China. I received my PhD from Nankai University, Tianjin China in 2009. From Sep. 2013 to Oct. 2014, I am a visiting professor in the Department of Applied Mathematics and Statistics, Whiting school of Engineering at Johns Hopkins University.
Research Areas
- Stochastic Models and Stochastic Analysis
- Mathematical Finance
- Credit and Systemic Risk
Recent Papers
- Optimal Investment in Credit Derivatives Portfolio Under Contagion Risk (with A. Capponi) Mathematical Finance, Accepted for pub.. (Preprint)
- Bilateral Credit Valuation Adjustment for Large Credit Derivatives Portfolios (with A. Capponi) Finance and Stochastics, 18(2): 431-482, 2014. (Preprint)
- List of Published Articles (with references)