Department of Information Management
Lei Lei
Wed, Feb 13 2019 10:42 AM  click:

Name       : Lei Lei

Department : Department of Information Management

Title      : Lecturer

Degree     : Ph.D.

Phone      :

Email      : leilei312@cqu.edu.cn

 

 

 


Education Background                                                          

2018.04 - 2018.10: City University of Hong Kong, Research Assistant

2012.09 - 2018.05: Fudan University Shanghai, China. Ph.D in Management Science, Supervisor: J. Q, Hu
2016.09 - 2017.09: University of Maryland Maryland, USA. Visitor in Robert H. Smith School of Business,

             Supervisor: Micheal, Fu
2008.09 - 2012.06: Sun-Yat-sen University Guangzhou, China. Bachelor in Mathematics and applied mathematics

 


Research                                                                               

Journal Articles

Lei Lei, Yijie Peng, Micheal C. Fu, & Jianqiang Hu (2018). Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation. Discrete Event Dynamic Systems, 28(1), 109-125.

Conferences Articles

Lei Lei, Yijie Peng, Micheal C. Fu, & Jianqiang Hu (2018). Estimating sensitivities of portfolio credit derivatives and portfolio credit risk using Monte Carlo. The 9th POMS-HK International Conference (POMS-HK 2018). 

Lei Lei, Yijie Peng, Micheal C. Fu, & Jianqiang Hu (2018). Copula sensitivity estimation by Monte Carlo simulation. 2018 Informs International Conference (Informs Taipei 2018).



 

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