Advanced Mathematics(D)

高等数学D

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姓名: 梁进 性别: 出生年月:
最高学历: 博士 专业技术职务: 教授 电话:
学位: 博士 职务: 传真:
所在院系: 理学院数学系 邮箱:
通信地址及邮编:
研究方向: 金融数学

海外教学经历:

在英国学习工作15年

l获得Edingburgh/HeriotWatt 大学MSC 金融数学学位

1992年在HeriotWatt 大学任助教(Calculus),授课对象英国学生,学时3

1995-96年在Edinburgh大学任助教(Calculus) ,授课对象英国学生,学时3


近年所开课程:

数学建模, 公共课;周学时 3;(每年),学生总人数 800;

高等数学D(英语);周学时 4;(每年),学生总人数 400

医用数学基础(英语);周学时 4;(每年),学生总人数 100

金融衍生物定价理论,理科专业课;周学时 3;(每年),学生总人数 500;

自由边界问题选讲,研究生课, 周学时3;(每年),学生总人数20

信用风险,研究生课,周学时2;(每年),学生总人数20

金融史,研究生课,周学时1;(每年),学生总人数100

数学文化,通识课,周学时2;(每年),学生总人数100


承担的实践性教学:  

历届小学期数学建模实践课;

领队参加历届数学建模竞赛;

每年主持指导大学生创新计划;

每年指导大学生毕业论文共20人


主持的教学研究课题:

同济大学双语教学团队、全英语课程及课程包建设项目2012

国家全英语品牌课程高等数学D2013,主持人

上海留学生示范课程高等数学D2013,主持人


获得的教学表彰/奖励:  

国家级精品课程(金融衍生物定价理论,国家级)主要成员

上海市精品课程(金融衍生物定价理论,省市级)主要成员

同济大学精品课程(数学建模,校级)主要成员

同济大学精品课程(金融衍生物定价理论,校级)主持人,主要成员

金融衍生物定价理论 上海教学成果一等奖,同济大学特等奖,(2008) 主要成员

同济大学全英语示范课程(2013年),负责人及主讲


参与教材撰写:

《数学建模讲义》:上海科学技术出版社,2013.12

《利率互换和它们的衍生产品》(翻译):上海财经大学出版社,2013.6

《信用风险估值的数学模型与案例分析》,高等教育出版社,2013 (in Chinese,与任学敏、魏嵬、姜礼尚合作,第四作者)

《美国数学建模竞赛-同济大学优秀论文选评》(上,下),同济大学出版社,2014 (主编组成员)

 《文科微积分》:正在撰写


国际教学交流:

曾访问法国综合理工、美国哥伦比亚大学、俄亥俄州立大学、圣母大学,英国爱丁堡大学、帝国理工大学、牛津大学、卧龙岗大学,香港中文大学以及新加坡国立大学交流英语教学。并且每年有英语国家的教学专家来访交流。


持科研基金:

l  信用衍生品的风险与杠杆研究,2012年度高等学校博士学科点专项科研基金课题,主持人;2013-2015

l  一类信用衍生品的定价和优化控制研究;国家自然科学基金,主持人,2013-2016


List of Publications Academic Papers

  1. Jin Liang : “The Reaction - Diffusion System without Quasi - monotone Conditions”,  Acta Scientiarum Naturalium  Universitatis Pekinensis, No.3 (1987) 9-20 (Chinese, English summary).  Mathematics Review (M.R.). 89h:35160
  2. Liang Jin, ``Partial Regularity of Elliptic Systems by Blow-up method”, Bollettino U.M.I.  (6) 5-A, (1986) 443-448. M.R. 88a:35084
  3. Liang Jin,  “The Spin Wave System in Ferromagnetic Lattics”,  J. Partial Differential Equations, 2, No.1 (1989) 31-39.M.R. 90k:82093
  4. Liang Jin, “The One-Dimensional Quasilinear Verigin Problem”, J. Partial Differential Equations, 4, No.2 (1991)  74-96. M.R. 92f:35088
  5. Jiang Lishang & Liang Jin, “The Perturbation of the Interface of the Two-dimensional Diffraction Problem and an  Approximating Muskat Model”, J. Partial Differential Equations,  3, No.2 (1990) 85-96. M.R. 91f:35274
  6. Liang Jin, “On the Semiconductor System”, J. Partial Differential Equations, 5, No. 1 (1992), 69-78. M.R. 92m:35133
  7. Liang Jin & Ye Qixiao, “The Monotone Method on the Sub- Strongly Coupled Reaction-Diffusion Systems”,  Portugaliae Mathematica, 50, Fasc. 2 (1993), 193-204. M.R. 94h:35120
  8. J. Liang, “Weakly-Coercive Quasilinear Elliptic Equations with Inhomogeneous Measure Data” ,   Progress in Partial Differential Equations: Elliptic and Parabolic Problems, Pitman Research Notes in Mathematics Series  266, Longman Scientific & Technical, (1992), 182-192. M.R. 94b:35116
  9. J. Liang,  “On the Problem of Piston-like displacements in Porous Media”,  Free Boundary Problems in Fluid Flow with Applications, Pitman Research Notes in Mathematics Series  282,  Longman Scientific & Technical, (1993), 114-120. M.R. 93k:00036
  10. J. Liang, “Dirichlet Problem for a Nonlinear Integrodifferential Semiconductor System from N-Gaas Model”,  Proceedings of International Conference on Differential Equations , Barcelona 1991, World Scientific, (1993), 694-698.
  11. J. Liang & L. Santos, “On a Kind of Nonlinear High Order Variational Inequality System”, Differential and Integral Equations, 6, (1993), 1519-1530. M.R. 94g:35105
  12. Zhiming Chen, K.-H. Hoffmann & Jin Liang, “On a Nonstationary Ginzburg-Landau Superconductivity Model”.  Mathematical Methods in the Applied Sciences 16 (1993), 855-875. M.R. 94k:35312
  13. J. Liang, “On a Nonlinear Integrodifferential Drift-Diffusion Semiconductor Model”,  SIAM J. Math. Anal, 25, No.5 (1994), 1375-1392. M.R. 95g:35205
  14. Jin Liang, “Discountinuous Nonlinearities and Free Boundary Problems”, FBP News, No.5, July (1994), 4-5.
  15. Jin Liang & Qin Tiehu, “Asymptotic Behaviour of Weak Solutions to Boundary Value Problem for Dynamic Viscoelastic Equation with Memory”, Proceedings of the Royal Society of Edinburgh, 125A (1995), 153-164. M.R. 96b:35214
  16. Jin. Liang, “The Regularity of the Solution for the Curl Boundary Problems and Ginzburg-Landau Superconductivity Model”, Mathematical Models and Methods in Applied Sciences, 5 (1995), 529-542. M.R. 96c:35155
  17. Jin Liang & Tang Qi, “Asymptotic Behaviour of the Solutions of an Evolutionary Ginzburg-Landau Superconductivity Model”, J. Math. Amal. Appl., 195 (1995), 92-107. M.R. 96h:35209.
  18. Jin Liang  & J.F. Rodrigues, “Existence of Solutions for Quasilinear Weakly Coercive Elliptic Variational Inequality”, J. Partial Differential Equation, 8 (1995), 205-210. M.R. 96h:35076.
  19. A. Decarreau,Jin Liang & J. M. Rakotoson, ``Trace Imbeddings for T-Sets and Application to Neumann -Dirichlet Problems with Measures Included in the Boundary Data", Annales de la Faculte des Sciences, V (1996) 443-470.
  20. Jin Liang & J.F. Rodrigues, “ Quasilinear Elliptic Problems with Nonmonotone Discontinuities and Measure Data”, Portugaliae Mathematica, 53 (1996) 239-252. M.R. 97d:35075.
  21. Jin Liang, “A High Order  Spin Wave System with Time Periodic Condition”, Trends in Applications of Mathematics to Mechanics, Pitman Monographs and Surveys in Pure and Applied Mathematics 77, Londman (1995), 37-44.
  22. Jin Liang, “ Regularity  of Solutions for Arbitrary Order Variational Inequalities with General Convex Sets”, Analyse Nonlineaire, 14 (1997), 719-758.
  23. Jin Liang , “On convergence of a sequence of parameterized closed convex sets and its applications”.  J. Partial Differential Equations. 13 (2000), 361-383.
  24. Jin Liang, “On a High Order Spin Wave System with Nonlinear Free Term”,  J. Partial Diff. Equ. 19 (2006) 80-96.
  25. Lin, Jianwei & Jin Liang “Pricing of Perpetual American and Bermudan Options by Binomial Tree Method”, Front Math. China, 2 (2007) 243-256
  26. Jin Liang, Bei Hu, Lishang Jiang & Baojun Bian, “On the Rate of Convergence of the Binomial Tree Scheme for American Options”, Numerische Mathematik 107 (2007) 333-352
  27. Jin Liang,On the Convergence Rate of  the Binomial Tree Scheme for an American Option with Jump-Diffusion,Numerical Mathematics  - A Journal of Chinese University,30 (2008)76-96
  28. 周鹏,梁进,“信用违约互换定价分析”, 高校应用数学学报22  (2007), 311-314. 
  29. 马俊美,梁进,“一篮子信用违约互换定价的偏微分方程方法”, 高校应用数学学报  23  (2008), 427-436  
  30. 吴森,梁进,高扬,“考虑经济周期的公司债券定价”,系统工程,2008 增刊(I),122-125  
  31. 高扬,梁进,“连续支付美式分期付款期权的计算”,哈尔滨工程大学学报, 29  (2008),1352-1355   
  32. 马俊美,纪青,李水田,梁进,“生态系统的参数确定问题”,数学的实践与认识, 38 (2008),105 -113.
  33. 梁进,孔亮亮,马俊美,“券商集合型基金”,同济大学学报  (2010) 38  1550-1555 
  34. Bei  Hu,Jin Liang  & Lishang Jiang, ,  Optimal Convergence Rate of  the Explicit Finite Difference Scheme  for American Option Valuation,  J. Comp. App. Math. 230 , (2009), 583-599.
  35. Jin Liang, Bei Hu  & Lishang Jiang, Optimal Convergence Rate of  the Binomial Tree Scheme  for American Options with Jump Diffusion  and Their Free Boundaries, SIAM Financial Mathematics, 1 (2010) 30-65.
  36. 王涛,梁进,基于Vesicek模型的一篮子CDS定价公式解的局限性和有效性研究,系统工程 , 27 (2009) No .5
  37. Jin Liang, Junmei Ma, Tao Wang & Qin Ji, “Valuation of Portfolio Credit Derivatives with Default Intensities Using the Vasicek Model”, Asia-Pacific Financial Markets 18 (2011) 33-54
  38. Yujing Zhou  & Jin Liang, “Valuation of a Basket Loan Credit Default Swap”,  International Journal of Financial Research 1 (2010) 21-29
  39. 梁进,徐寅,郭高月,信用攸关的利率互换的定价研究, 同济大学学报  38 (2010)  1550-1555  
  40. Jin Liang, Peng Zhou, Yujing Zhou & Junmei Ma, Valuation of Credit Default Swap with Counterparty Default Risk by Structural Model,  Applied Mathematics 2 (2011)
  41. 吴森,梁进,“抵押贷款信用违约互换的定价”,高校应用数学学报 26, (2011) No.3,269-278.
  42. Jin Liang & Yujing Zhou,  Valuation of a tranched Loan Credit Default, Technology and Investment 2,(2011) 240-246
  43. Jin Liang & Yin Xu, “Valuation of Contingent Credit Interest Rate Swap”,  Risk and Decision Analysis  4 ,No.1(2013)39-46
  44. 梁进,周宇晶, “从合成担保债务契约市场报价反求期望损失的参数分析应用”,数学的实践与认识, 41 No.23, (2011) 1-9
  45. Sen Wu, Lishang Jiang  & Jin Liang, Intensity-based Models for Pricing Mortgage-Backed Securities with Repayment Risk under a CIR Process,  International Journal of Theoretical & Application Finance,15, No. 3 (2012) 1250021 1-17
  46. Bei Hu, Lishang Jiang, Jin Liang & WeiWei,  A Fully Non-linear PDE Problem  from Pricing CDS with Counterparty Risk, The Journal Discrete and Continuous Dynamical System. Series B, 17 No.6 (2012) 2001-2016
  47. Jin Liang & Tao Wang, Valuation of Loan-only Credit Default Swap with Negatively Correlated Default and Prepayment Intensities,   International Journal of Computer Mathematics,  89, Issue 9, (2012), 1255-1268
  48. Yuan Wu & Jin Liang, Valuation of Loan Credit Default Swaps Correlated Prepayment and Default Risks with Stochastic Recovery Rate,  International Journal of Financial Research, 3, No. 2 (2012), 60-68
  49. 高扬,梁进,跨国公司债券的PDE定价分析,运筹与模糊学, 2  No. 1, (2012) 8-18
  50. Jin Liang & Yang Gao,  Calibration of Implied Volatility for the Exchange Rate for the Chinese Yuan from its Derivatives, Economic Modelling, 29, Issue 4, (2012), 1278-1285
  51. Tao Wang, Jin Liang & Xiaoli Yang, Pricing for a Basket CDS and LCDS,  Modern Economics, 3   No. 2, ( 2012),  171-178
  52. 戎嫣耘, 杨晓丽, 梁进, 结构化模型下的贷款违约互换定价, 高校应用数学学报 27, (2012) No.2,146-156.
  53. 梁进,王涛,杨晓丽, 考虑交易对手违约的单名LCDS定价及其CVA计算, 同济大学学报41(2013) No. 6. 945-952  (EI)
  54. Jin Liang, Ming Yang & Lishang Jiang, A Closed-Form Solution for the Exercise Strategy in a Real Options Model with a Jump-Diffusion Process.,

    SIAM J. of Applied Mathematics 73 (2013)549-571. (SCI)

  55. Xiaoli Yang, Jin Liang and Yuan Wu, Optimal Control of  Perpetual CPDO: Minimal Cash-Out Probability and Maximal Conditional Return, Optimal Control: Applications and Methods, 2014, 35(4): 383-394. (SCI)
  56. Yin Xu, Jin Liang,Valuation of CMS-Linked TARNs, Proceeding of 13 CMMSE, 2013, 1428-1437
  57. 杨晓丽,梁进,“一国碳减排的最小费用研究”,系统工程理论与实践 34 (2014)No 3,640-647
  58. 梁进,李文毅,“含多交易对手信用违约互换风险模型”,同济大学学报,42(2014),144-150  (EI)
  59. 姜礼尚,梁进,“金融衍生品和信用风险定价的数学模型”,数学建模及其应用,Vol.1 No.2 (2012) 15-18
  60. L.S. Jiang, & J. Liang Optimal convergence rate of the Binomial Tree Scheme for American Options and Their Free Boundaries, Frontiers in Differential. Geometry, Partial Differential Equations and Mathematical Physics,   153-167 , World Scientific. 2014
  61. 梁进,曾楚琨,“基于结构化方法的含信用等级迁移的公司债券定价”,高校应用数学学报(A辑),30(2015), 61-70
  62. Bei Hu, Jin Liang & Yuan Wu, A Free Boundary Problem for Corporate Bond with Credit Rating Migration, J. Math. Anal. Appl. 428 (2015) 896–909
  63. 梁进,肖承志,“约化方法下具有信用等级迁移风险的零息票债券定价”,同济大学学报
  64. Jin LIANG, Xudan ZHANG, Yuejuan ZHAO,Utility indi_erence valuation of corporate bond with rating migration risk,Front. Math. China 2015, 10(6): 1389-1400



发表的教学论文:

  1. Liang, Jin; Wang, Lihe,On the occasion of the seventieth birthday of Professor Jiang Lishang. J. Partial Differential Equations 19 (2006),  1–9.
  2. 梁进, “用英语上专业课仍然可以有幽默”《科学时报》,2011年9月
  3. 梁进,“应用数学的角色”,《科学》,62 No.1 (2010) 1-2
  4. 梁进,“答辩博弈”,《科学新闻》,2009年12月
  5. 姜礼尚,梁进,任学敏,“解析次贷危机”,《科学》,61, No.2 (2009) 3-8
  6. 姜礼尚,梁进“金融和信用风险定价的数学模型”,  《数学建模及其应用》 2012年6月, 15-18
  7. 梁进, “法国的精英是怎样炼成的” ,《上海教育.环球教育资讯》 821,  No.1 (2012), 36-38
  8. 梁进, “走马观花看法国的精英数学教育”,《中国数学会通讯》2012 No.2
  9. 梁进, “郑板桥的画竹与数学建模”,《中国数学会通讯》2013 No.3 (in Chinese)
  10. 殷俊锋,蒋凤瑛,梁进,周羚君,“工科数学”课程全英语教学的探索和实践,《同济大学双语、全英语课程建设的实践与探索》,同济出版社,2013, 183-186 3.      
  11. 梁进, “走进英国贵族学校Fettes College—Fettes College 开放日游记”,《教师》 2013年27期
  12. 梁进,蒋凤瑛,殷俊锋,周羚君 “有关中国学生在本土上全英语专业课的思考”《上海教育》2014年4B, P60-61(与合作)
  13. 梁进, “云来了”, 《科学家》2014年6月
  14. 梁进,  “教书拼得就是细节”,《求学考研》,2014年第7期,P6.
  15. 梁进, “用数学的观点看博弈和合作”,《科学家》2014年08,86-89
  16. 梁进, “中国古典画中的数学”, 《科学家》2015年02,P69
  17. 梁进, “阿尔罕布拉宫印象”,《百科知识》2015年01,P 59
  18. 梁进, 《中国科学报》"数说名画"专栏 (已发20多篇)
  19. 梁进,《上海教育》“艺海识数”专栏(已发8篇)



其它出版物:

 

梁进,《淌过博物馆》,科学普及出版社,2012年6月

梁进,《如河的行版》,现代出版社,2015年

梁进,《数学与名画》,科学出版社,2015年