童斌

性别：男

职称/学历/职务：讲师，博士，系主任

所在系部：金融工程系

办公室：上川路校区第五教学楼211室 Email：tongbin@lixin.edu.cn

主讲课程：金融市场学、金融数据分析、金融产品设计原理等

研究领域：金融工程、金融市场

教师简介

童斌，管理学博士，江西玉山人，曾在券商自营部门工作近四年，担任数量分析师和量化投资经理，有着丰富的金融实物经验，双师型教师。在Quantitative Finance, Energy Economics, International Review of Economics and Finance, Insurance: Mathematics and Economics,《系统工程学报》等国内外重要刊物发表论文10多篇，参与国家自然科学基金国际合作重大项目、国家自然科学基金重点项目、上海市软科学重点项目多项。出版译著《波动率交易》。

主要成果

（1）项目：

国家自然科学基金国际合作重大项目“金融市场不同机制创新及产品创新的价值和风险关系研究”(批准号:71320107002)，2014.01-2018.12，参与人

国家自然科学基金重点项目“基于产业链的国家外汇储备多元化和国际资产配置研究”(批准号:70831004)，2009.09-2012.12，参与人

上海市科学技术委员会“科技创新行动计划”软科学研究项目“科创板金融中介机构的市场化定价能力研究：特征事实、制约因素与政策建议”(批准号:22692113200)，2022.03-2023.03，参与人

（2）论文：

Li Xiaoping,Tong Bin and Zhou Chunyang*, Uncertainty aversion, carry trades and agent heterogeneity in the FX market. Finance Research Letters, 2020.

Li Xiaoping, Zhou Chunyang andTong Bin*, Carry trades, agent heterogeneity and the exchange rate. International Review of Economics and Finance, 2019, 64, 343-358.

Tong Bin, DiaoXundi* and Wu Chongfeng, Operational risk quantified with spectral risk measures: a refined closed-form approximation. Quantitative Finance, 2019, 19(7), 1221-1242.

DiaoXundi*, QiuHongyang andTong Bin, Does a unique "T+1 trading rule" in China incur return difference between daytime and overnight periods. China Finance Review International, 2018, 8(1), 2-20.

Tong Bin, DiaoXundi* and Wu Chongfeng, Modeling asymmetric and dynamic dependence of overnight and daytime returns: An empirical evidence from China Banking Sector, Economic Modelling, 2015, 51, 366-382.

DiaoXundi* andTong Bin, Forecasting intraday volatility and VaR using multiplicative component GARCH model, Applied Economic Letter, 2015, 22, 1457-1464.

刁训娣*,童斌,吴冲锋, 基于EVT的谱风险测度及其在风险管理中的应用[J].,系统工程学报, 2015,第30卷第3期, 354-369.

Tong Bin*, Wu Chongfeng and Zhou Chunyang, Modeling the co-movements between crude oil and refined petroleum markets, Energy Economics, 2013, 40, 882-897.

Tong Bin*and Wu Chongfeng, Asymptotics for operational risk quantified with a spectral risk measure. The journal of operational risk, 2012, 7(3), 91-116.

Tong Bin, Wu Chongfeng and Xu Weidong*. Risk concentration of aggregated dependent risks: the second-order properties. Insurance: mathematics and economics, 2012, 50, 139-149.

Peng Zuoxiang*,Tong Bin and Nadarajah Saralees, Almost sure central limit theorems of the partial sums and maxima from complete and incomplete samples of stationary sequences. Stochastics and Dynamics, 2012, 12(3), 1-19.

Tong Bin*and Peng Zuoxiang, On almost sure max-limit theorems of complete and incomplete samples from stationary sequences. Acta Mathematica Sinica, 2011, 27(7), 1323-1332.

Tong Bin, Peng Zuoxiang and Nadarajah Saralees*, An extension of almost sure central limit theorem for order statistics. Extremes, 2009, 12, 201-209.

Peng Zuoxiang,Tong Bin and Nadarajah Saralees*. Tail Behavior of the General Error Distribution. Communications in Statistics-Theory and Methods, 2009, 38:1884-1892.

Peng Zuoxiang,Tong Bin and Nadarajah Saralees*. Tail Behavior of Laplace and Logistic Distributions. Random Operators and stochastic equations, 2009, 17:129-136.

（3）教材/专著：

作者.教材/专著名称.出版社，出版年月.

译著：《波动率交易》，尤安·辛克莱（Euan Sinclair）著，童斌、张川、肖路远译，上海交通大学出版社，2013年

（4）

其他：

担任Pacific-Basin Finance Journal, Economic Modelling, Emerging Markets Finance and Trade, Applied Economics, Journal of Operational Risk, Journal of Economic Studies, China Finance Review International等国际期刊匿名审稿人，上海市金融工程研究会会员。