Bin Zou

Assistant Professor

Contact Information
Emailbin.zou@uconn.edu
Phone860-486-3921
Office LocationMONT 428
Linkhttps://sites.google.com/site/zoubin019/
About:

Teaching in Spring 2021:

MATH 2620 Financial Mathematics I

Previous online courses: MATH 2620 Financial Mathematics I and MATH 5639 Actuarial Loss Models

 

Office Hours in Spring 2021:

Tuesday 10:30 – 11:30 am and Tuesday/Thursday 2:00 – 3:00 pm or by appointment

 

Education:

Ph.D. in Mathematical Finance, University of Alberta, 2015

Academic Employment:

2017/8 – now University of Connecticut, Assistant Professor
2016/9 – 2017/8 University of Washington, Acting Assistant Professor
2015/5 – 2016/8 Technical University of Munich, TUFF Fellow

Research Interests:

Financial Mathematics; Actuarial Science; Stochastic Control and Optimization

 

Selected Publications:

  • Shen, Y. and Zou, B. (2021). Mean-Variance Investment and Risk Control Strategies — A Time-Consistent Approach via A Forward Auxiliary Process. Insurance: Mathematics and Economics, accepted. [PDF]
  • Deng, J. and Zou, B. (2021). Quadratic Hedging for Sequential Claims with Random Weights in Discrete Time (with J. Deng, 2021+). Operations Research Letters, accepted. [PDF] [arXiv]
  • Lorig, M. and Zou, B. (2021). Bond Indifference Prices. Quantitative Finance, accepted. [PDF]
  • Deng, J., Pan, H., Zhang, S., and Zou, B. (2020): Minimum-Variance Hedging of Bitcoin Inverse Futures. Applied Economics, 52(58), 6320-6337. [Journal]
  • Chen, D., Deng, J., Feng, J., and Zou, B. (2020): A Set-Valued Markov Chain Approach to Credit Default. Quantitative Finance, 20(4), 669-689. [Journal]
  • Lorig, M., Zhou, Z., and Zou, B. (2019): A Mathematical Analysis of Technical Analysis. Applied Mathematical Finance, Vol. 26, Issue 1, 38-68. [Journal]
  • Cui, Z., Feng, Q., Hu, R., and Zou, B. (2018): Systemic Risk and Optimal Fee Structure for Central Clearing Counterparty Under Partial Netting. Operations Research Letters, Vol 46, Issue 3, 306-311. [Journal]
  • Zou, B. (2017): Optimal investment in hedge funds under loss aversion (2017). International Journal of Theoretical and Applied Finance, 20(3), 1750014, 2017. [Journal]
  • Zou, B., and Zagst, R. (2017): Optimal investment with transaction costs under cumulative prospect theory in discrete time. Mathematics and Financial Economics, 11(4), 393-421. [Journal]
  • Zou, B., and Cadenillas, A. (2014): Explicit solutions of optimal consumption, investment and insurance problems with regime switching. Insurance: Mathematics and Economics, 58, 159-167. [Journal]
  • Zou, B., and Cadenillas, A. (2014): Optimal investment and risk control policies for an insurer: expected utility maximization. Insurance: Mathematics and Economics, 58, 57-67. [Journal]