文忠桥（1964- ），男，湖南祁阳人，中国人民大学经济学博士，安徽财经大学金融学院金融研究所所长，教授，硕士生导师。
研究领域：金融工程、衍生金融工具、固定收益证券

《金融工程学》、《衍生金融工具》等

1.《信用风险管理―违约率研究》，《国际金融研究》2002年第11期。
2.《市场有效性、信息结构与投资策略》，《经济问题探索》2003年第10期。
3.《国债定价的理论与实践》，《南开经济研究》2004年第5期。
4.《利率期限结构：理论、模型与实证》，《财贸研究》2004年第6期。
5.《国债投资的利率风险免疫研究》，《数量经济技术经济研究》，2005年第8期。

6. 《金融危机下我国股票市场波动非对称性的实证研究》大庆师范学院学报2010.2

7. 《上市公司资本结构影响因素研究》财贸研究2006.3

1.《货币经济学手册》译著第1卷（第11，12章），经济科学出版社，2002年
2.《投资科学》译著（第10-16章），中国人民大学出版社，2005年

3. 《固定收益证券的投资价值分析》经济科学出版社2006年

4. 《市场波动》中国人民大学出版社2007

1.      区域经济协调发展中的财政金融政策效应研究，安徽省社科规划办，2003

2.我国债券收益率的动态趋势研究，安徽省教育厅自然科学基金，2005
3.固定收益证券收益率的动态分析，安徽财经大学，2004
4.我国上市公司融资偏好研究，安徽省人文社科基地

5.“二次成型”的综合宏观利率期限结构模型估计和应用 教育部2012.1-2014.12

6. 基于经验定价核的一种新的不完全市场条件下的期权定价方法研究 国家自然科学基金委2012.1-2014.1

《国债定价的理论与实践》，安徽省首届中青年理论研讨会，优秀奖

E-mail: wenpan9933@sina.com

 

 

 

School of Finance, Anhui University of Finance and Economics

255 Hongye Road, Bengbu City, Anhui Province, China, MN. 233041

wenpan9933@sina.com

                      

 

● EDUCATION BACKGROUND

 

● Doctor’s Degree,  Major in Finance, Renmin University of China, Beijing, China, July 2003.

● Master’s Degree, Major in Public Finance, Anhui Institute of Finance and Trade, Bengbu, Anhui, China, January 1996.

● Bachlor’s Degree,  Major in Mathematics, Hunan Normal University, Changsha, China, July 1988.

 

 

● Work in the School of Economics and Finance of Anhui University of Finance and Economics, July 2003-Present.

Taught Courses Include International Finance, Finance, Investment, Insurance Actuaries, Financial Engineering etc.

Take Charge of Finance Institute of Anhui University of Finance and Economics.

● Work in Finance Department of Anhui Institute of Finance and Trade, January 1996- August 2000.

Taught Courses Include International Finance, Finance, Investment, Insurance Actuaries, Financial Engineering etc.

● Work in Mathematics Department of Hunan LingLing College, July 1988-August 1993.

Taught Courses Include Probability and Statistics, Higher Algebra, Real Functions, Higher Geometry, Analytic Geometry etc.

 

 

 

● The Analyses of the Investing Value of Fixed-Income Securities [M], Economic Science Press, 2006.

● The Study on the Immunization of Interest Risk of the Investment in Government Bonds [J] 93-101, The Journal of Quantitative and Technical Economics, 2005(8).

● Pricing of Government Bonds: Theory and Practice [J] 85-90, Nankai Economics Studies, 2004(5).

● The Term Structure of Interest Rates: Theories, Models and Positveness [J] 86-91, Finance and Trade Research, 2004(6).

● The Efficiency of Market, Information Structure and the Strategy of Investment [J] 70-74, Inquiry into Economic Problems, 2003(10).

● The Measuring Methods of Default Risk of Corporate Bonds [J] 24-28, Beijing Finance, 2003(6).

 

 

● The Research on The Capital Structure and Financing Preference of China’s Listed Companies [M], China Finance Publishing House, 2006.

● The Measurement and Management of Credit Risk [J] 20-24, Studies of International Finance, 2002(11).

 

 

● Robert Shiller, Market Volatility [M] Chapter 1-12, China Renmin University Press, 2006.

● David G. Luenberger, Investment Science [M] Chapter 10-16, China Renmin University Press, 2005.

● Benjamin M. Friedman and Frank H. Hahn, Handbooks of Monetary Economics [M] Volume 1 Chapter 11-12, Economic Science Press, 2002.

 

● DIRECTED RESEACH ITEMS

 

● COMPUTER COMPETENCIES

 

● Proficient Skills in Microsoft Office Applications.

● Proficient Skills in SPSS and Eviews Applications.