Research output per year
Research output per year
Personal profile
Personal profile
My research focuses on arithmetic derivative, q-differential dynamical system, stochastic volatility model with application. My collaborators come from PRC, UK, UAE, and France. I have a wide variety of experience and reputation in teaching and dissertation supervision.
Programming ability: Latex, Matlab and basic Python
Language ability: Mandarin, Wu-Chinese, English, and a little Japanese
Fellowship: FHEA
Honor: The First Prize of Liaoning Province in the 3rd Chinese Mathematics Competitions (CMC) (2011)
Modules taught and convened in UNNC
- Mathematical Finance (MATH3040), 20 credits, 2021/22-2024/25
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Algebra (MATH1107), 20 credits, 2024/25
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Mathematical Methods for Architectural and Environmental Engineering (MATH1046), 20 credits, 2024/25
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Probability (MATH1032), 10 credits, 2021/22-2023/24
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Foundations of Pure Mathematics (MATH1052), 10 credits, 2021/22-2023/24
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Mathematical Structures (MATH1053), 10 credits, 2021/22-2023/24
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Mathematical Methods for Civil Engineering (MATH1031), 20 credits, 2022/23
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Training in Mathematics Through Mathematical Seminars, School of Mathematical Sciences, UNNC, 2024-2025
Faculty advisor
- Member of UNNC Mathematics Olympiad Training Programme (2022-present)
- Faculty Advisor of The Mathematical Contest in Modeling/The Interdisciplinary Contest in Modeling (MCM/ICM) (2024)
- Faculty Advisor of Bloomberg Global Trading Challenge (2023)
- UNNC AHS Youth Talent Program (2022/23) (Topic: What is mathematics?)
Administration:
- Academic Misconduct Officer of Department of Mathematical Sciences (UNNC) (2024 - present)
Person Types
- Staff
Fingerprint
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Research output
- 5 Article
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Optimal risk management considering environmental and climatic changes
Benkraiem, R., El-Khatib, Y., Fan, J., Goutte, S. & Klein, T., Mar 2025, In: Risk Analysis. 45, 3, p. 544-562 19 p.Research output: Journal Publication › Article › peer-review
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A q-binomial extension of the CRR asset pricing model
Breton, J. C., El-Khatib, Y., Fan, J. & Privault, N., 2023, In: Stochastic Models. 39, 4, p. 772-796 25 p.Research output: Journal Publication › Article › peer-review
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Multivariate Gaussian processes: definitions, examples and applications
Chen, Z., Fan, J. & Wang, K., Aug 2023, In: Metron. 81, 2, p. 181-191 11 p.Research output: Journal Publication › Article › peer-review
Open Access -
On pricing variance swaps in discretely-sampled with high volatility model
El-Khatib, Y., Alshamsi, M. Z. & Fan, J., 2021, In: Results in Nonlinear Analysis. 4, 2, p. 105-115 11 p.Research output: Journal Publication › Article › peer-review
Open Access -
The lie bracket and the arithmetic derivative
Fan, J. & Utev, S., 2020, In: Journal of Integer Sequences. 23, 2, 20.2.5.Research output: Journal Publication › Article › peer-review
3 Citations (Scopus)