Chenxu Li Depart:Finance Academic Title:Assistant Professor Tel:8610-82500584 Fax:8610-82509169 Email:lichenxu@rmbs.ruc.edu.cn

Relevant Links
Overview

Education

Sep. 2013 – Jul. 2018   Peking University, Ph.D. in Economics.

Sep. 2009 – Jul. 2013   Nankai University, B.S. in Mathematics.


Work Experience

Sep. 2020 – present      Business School, Renmin University of China (Assistant Professor)

Aug. 2018 – Jul. 2020    Bendheim Center for Finance, Princeton University (Postdoctoral Research Associate)

Research Interests

Financial econometrics, Financial engineering, Stochastic modeling, Applied probability

Courses

Asset Pricing

Publications

Selected Academic Articles

1. “Implied Stochastic Volatility Models”, with Yacine Aït-Sahalia and Chenxu Li, forthcoming in The Review of Financial Studies.

2. “Closed-form Implied Volatility Surfaces for Stochastic Volatility Models with Jumps”, with Yacine Aït-Sahalia and Chenxu Li, forthcoming in the Journal of Econometrics.

3. “Maximum Likelihood Estimation of Latent Markov Models Using Closed-Form Approximations”, with Yacine Aït-Sahalia and Chenxu Li, forthcoming in the Journal of Econometrics.


Selected Presentations at Academic Meetings

1. 2020/09    Financial Math Seminar (Online, Princeton University)

2. 2018/06   2018 International Symposium on Financial Engineering and Risk Management

(Shanghai, China)

3. 2018/05   The 11th China-R Conference (Beijing, China)

4. 2018/05   The 3rd PKU-NUS Annual International on Quantitative Finance and Economics

(Beijing, China)

5. 2017/05   2017 BCF-QUT-SJTU-SMU Conference on Financial Econometrics (Princeton, USA)

6. 2017/03   2017 Stanford-Tsinghua-PKU Conference in Quantitative Finance (Beijing, China)

7. 2016/12   The 10th ICSA International Conference (Shanghai, China)


官方微信

RMBS made the Top-50 list of MBA,
EMBA and EE programs——The Financial Times

Renmin University of China

@Business School, Renmin University of China 京ICP备05066828号-1