金融建模课题：金融衍生品定价研究【大学组】

Jaksa works in the fields of mathematical finance, financial engineering, and financial economics.  He received a PhD in Statistics from Columbia University in 1992. He was an Assistant and Associate Professor of Statistics at Columbia University until 1999. From 1999 to 2005 he was a Professor of Mathematics and Economics at the University of Southern California, where he was also the Associate Chair. He is currently Richard N. Merkin Professor of Mathematical Finance at the California Institute of Technology, the director of the Linde Institute of Economic and Management Sciences, and the vice-president of the Bachelier Finance Society. He received the American Statistical Association Scholastic Excellence Award (1992). He has been a co-editor of “Finance and Stochastics” and of “Mathematical Finance”, and has served on the editorial boards of several other journals. He has co-authored two books, “Introduction to the Economics and Mathematics of Financial Markets” and “Contract Theory in Continuous Time Models”, and more than fifty scientific articles. Jaksa导师在金融数学、金融工程和金融经济学领域工作。他于 1992 年获得哥伦比亚大学统计学博士学位，并于哥伦比亚大学担任统计学助理和副教授直到 1999 年。从 1999 年到 2005 年，他在南加州大学担任数学和经济学教授，并同时担任学院副主席。他目前是加州理工学院金融数学专业的讲席终身正教授、Linde经济与管理科学研究所所长，以及 Bachelier 金融学会的副主席。他获得了美国统计协会学术卓越奖（1992 年），且一直是“金融与随机”和“数学金融”的联合主编，并曾在其他几本期刊的编委任职。他联合其他作者共同创作了“金融市场经济学和数学导论”和“连续时间模型中的合同理论”两本书，并专业科研文章五十余篇。