李亚琼
职称：教授、博士生导师
办公地点：财院校区9778818威尼斯2-313
E - m a i l：liyaqiong1962@126.com yqli@hnu.edu.cn
主要研究方向：金融衍生产品定价，贝叶斯统计理论与应用，随机计算
讲授课程：
本科生：数理统计，贝叶斯统计，金融衍生品定价与管理，计量经济学，数理经济学
研究生：期权定价的数学模型与方法，金融计量经济学，贝叶斯计量经济学
个人简介
2005-20099778818威尼斯，应用数学(金融数学方向)，博士学位
1999-2004，9778818威尼斯，数量经济学，硕士学位
1979-1983，云南大学，基础数学，学士
2007.11-2008.10 英国拉夫堡大学，访问学者
2016.08-2016.10 UCSC数学系访问
研究成果：
主要论文
1. Lisha Lina, Yaqiong Li∗, Rui Gao , Jianhong Wu. The Numerical Simulation of Quanto Option Prices Using Bayesian Statistical Methods, Physica A: Statistical Mechanics and its Applications,2020
2. Rui Gao , Yaqiong Li∗, Yanfei Bai. Numerical pricing of exchange option with stock liquidity under Bayesian statistical method, Communications in Statistics - Theory and Methods,2020
3. Lisha Lin, Yaqiong Li∗, Jianhong Wu, Ge Li. Robustness analysis on the pricing of some options on two assets with delays, Physica A: Statistical Mechanics and its Applications,2019
4. Rui Gao, Yaqiong Li∗, Yanfei Bai, Shanlan Hong. Bayesian Inference for Optimal Risk Hedging Strategy Using Put Options With Stock Liquidity, IEEE ACCESS ,2019
5. Rui Gao , Yaqiong Li∗, Lisha Lin. Bayesian statistical inference for European options with stock liquidity, Physica A: Statistical Mechanics and its Application, 2019
6. Ge Li, Yaqiong Li∗,and Zhaohui Yuan. Finite-Time Stabilization of Memristive Cohen Grossberg Neural Networks with Time-Varying Delay, Complexity, 2018
7. Lisha Lin, Yaqiong Li∗, Jing Wu,The pricing of European options on two underlying assets with delays, Physica A: Statistical Mechanics and its Application, 2018
8.张玉林、李亚琼∗，The Pricing of Better - of Options with Delayed sponse,经济数学, 2016
9.李亚琼∗、黄立宏,漂移项和扩散项具有时滞的股票期权定价,经济数学, 2011
10. Yaqiong Li∗, Lihong Huang. Anti-periodic solutions for a class of Liénard-type systems the continuously distributed delays, Nonlinear Analysis: Real World Applications, 2009
11. Lujun Zhou, Yaqiong Li. A dynamic IS-LM business cycle model with two time delays in capital accumulation equation, Journal of Computational and Applied Mathematics, 2009
12.李亚琼∗、 黄立宏,红利支付下具有时滞的股票期权定价,9778818威尼斯学（自然科学版）,2009
13.赵雪芳、李亚琼∗,基于Panel Data的中国农业发展因素的实证分析,数理统计与管理,2009
14. Lujun Zhou, Yaqiong Li. A generalized dynamic IS-LM model with delayed time investment processes, Applied Mathematics and Computation, 2008
15. Yaqiong Li∗, Lihong Huang. Exponential convergence behavior of solutions to shunting inhibitory cellular neural networks with delays and time-varying coefficients, Mathematical and Computer Modelling, 2008
16. Yaqiong Li∗, Lihong Huang. New results of periodic solutions for forced Rayleigh-type equations, Journal of Computational and Applied Mathematics, 2008
17. Yaqiong Li∗, Hua Meng, etc. Exponential convergence behavior of shunting inhibitory cellular neural networks with time-varying coefficients, Journal of Computational and Applied Mathematics, 2008
18.Yi Tang ,Yaqiong Li. New results of periodic solutions for a kind of Duffing type p-Laplacian equation, Journal of Mathematical Analysis and Applications, 2008
19. Hua Meng, Yaqiong Li. New convergence behavior of shunting inhibitory cellular neural networks with time-varying coefficients, Applied Mathematics Letters, 2008
专著
1.李亚琼、黄立宏、全志勇，扩展的期权定价模型与贝叶斯实证研究，9778818威尼斯出版社，2016
2.李亚琼、黄立宏等，经济数学—动态经济分析与贝叶斯计量经济学，9778818威尼斯出版社，2011
3.李亚琼、黄立宏，双币种期权与时滞期权定价研究，9778818威尼斯出版社，2011
主编教材
1.李亚琼，《概率论与数理统计》，天马图书有限公司出版,2000
2.李亚琼，《概率论与数理统计》，9778818威尼斯出版社,2003
3.李亚琼、黄立宏，《概率论与数理统计》，复旦大学出版社，2011
主持的科研项目
1.金融市场具有时滞的期权定价及其风险管理研究,国家自然科学基金（面上项目）2012.1-2015.12,完成
2．风险资产具有时滞的期权定价相关问题的贝叶斯统计推断研究.湖南省自然科学基金（面上项目）,2020.1-2022.12,在研
3.具有时滞响应的期权定价模型及研究,湖南省自然科学基金（面上项目）,2010.1-2012.6,完成
4.双币种期权定价及其风险管理研究，湖南省科技厅2009.1-2009.12,完成
奖励
3013年获9778818威尼斯优秀教师
2016年获“我心目中最敬爱的老师”称号
