马敬堂,执行院长

教授,博士生导师
教育部新世纪优秀人才计划

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研究兴趣:
1. 金融数学:衍生证券定价模型和方法;
2. 计算数学:(随机)积分微分方程数值解,分数阶微分方程数值解,自适应移动网格方法模拟非线性偏微分方程有限时间爆破解。

办公室: 通博楼B415
电话:028-87092065
Email: mjt@swufe.edu.cn
个人主页(Homepage)

全体教师     教授     副教授     讲师     研究方向

个人信息

马敬堂,1973.6,教授、博导

教育背景

博士: 加拿大纽芬兰纪念大学、计算数学专业,2001至2004
硕士:湖南大学、计算数学专业,1999至2001
本科:湖南大学、应用数学专业,1992至1996


工作经历

2008至今,西南财经大学、海外博士年薪制教师,
2006至2008,西门菲莎大学(加拿大、温哥华),博士后
2005至2008,中科院(北京),助理研究员
2004至2005,香港浸会大学博士后


教授课程

本科生:ODEs(2006年1月-5月,美国普渡大学);Vector Analysis,专业英语(经济与数学双学位),数理经济学,数值分析(2007年5月-8月,加拿大西门菲莎大学)
硕士研究生:金融数值计算方法,金融数学有限元方法,衍生证券定价数值PDE方法
博士研究生:金融计算


科研论文

1. Convergence rates of trinomial tree methods for option pricing under regime-switching models, Applied Mathematics Letters, 39 (2015), 13-18. (SCI) 第一作者
2. Stochastic lattice models for valuation of volatility options, Economic Modelling, 47 (2015), 93-104. (SSCI) 第一作者
3. Moving finite element methods for time- fractional partial differential equations.中国科学:数学,56 (2013), 1287-1300
4. Fully discretized collocation methods for a nonlinear singular Volterra integral equationm, Journal of Computational and Applied Mathematics, 247 (2013), 84-101.(SCI),第二作者 .
5. Spectral collocation methods for Volterra integro-differential equations with non-compact kernels, Journal of Computational and Applied Mathematics,244 (2013), 115-124.(SCI) 第二作者。
6. Analysis of a moving collocation method for one-dimensional partial differential equations.中国科学:数学,55 (2012), 827-840.(SCI) 第一作者.
7. Blowup solutions of nonlinear Volterra integro-differential equations, Mathematical and Computer Modelling,54 (2011),2551-2559. (SCI)独立
8. Cascading multilevel finite-element analysis for local and nonlocal parabolic problems. Numerical Functional Analysis and Optimization, 32 (2011), 436-452. (SCI)独立
9. 带插值的自适应网格重构算法求解带移动热源的反应扩散方程的理论分析.中国科学:数学,41 (2011),235-251.(SCI) 第一作者.
10. Moving collocation methods for time fractional differential equations and simulation of blowup. 中国科学:数学,54 (2011),611-622.(SCI)第一
11. High-order finite element methods for time-fractionalpartial differential equations. Journal of Computational and Applied Mathematics, 235 (2011), 3285-3290. (SCI) 第二作者.
12. Convergence analysis of Godunov schemes on moving meshes for dynamical boundary layers. Computers & Mathematics with Applications, 59 (2010), 80-93. (SCI)独立
13. Finite element and DG analysis for neutral-type Volterra integro-differential equations with weakly singular kernels. Journal of Mathematical Analysis and Applications, 356 (2009), 674—688. (SCI) 独立
14. Moving mesh methods for blowup in reaction-diffusion equations with traveling heat source. Journal of Computational Physics, 228 (2009), 6977-6990. (SCI)第一作者.
15. Numerical simulation of blowup in nonlocal reaction-diffusion equations using a moving mesh method. Journal of Computational and Applied Mathematics, 230 (2009), 8-21. (SCI)第一作者.
16. On a moving mesh method for partial integro-differential equations. Journal of Computational Mathematics,27 (2009), 713-728. (SCI) 第一作者.
17. On a graded mesh method for a class of Volterra integral equations with weakly singular kernels. Journal of Computational and Applied Mathematics, 231 (2009), 807-814. (SCI)第一作者.
注:2008以前发表SCI检索论文10余篇,其中包括:IMA Journal of Numerical Analysis Journal of Computational Physics 等影响因子较高的SCI核心期刊。


国际、国内学术会议邀请报告

1. Numerical simulation of blowup in nonlocal reaction-diffusion equations using a moving mesh method, The 3rd International Conference on Scientific Computing and Partial Differential Equations, December 8-12, 2008, Hong Kong.
2. A novel numerical method for pricing American put options, The 11th Chinese Computa- tional Mathematics Annual Meeting (第11届中国计算数学年会), Guiyang, China, July 20-23, 2009.
3. An integral equation method for pricing American put options, The 6th China Finance Annual Meeting(第6届中国金融学年会), Chengdu, China, October 31-November 1, 2009.
4. Advances in numerical solutions of nonlinear singular Volterra integral equations, Harbin, National Graduate Summer School for Integral Equations(全国积分方程暑期研究生班主讲教师之一), July 15, 2010.
5. High-order numerical methods for fractional differential equations, International Workshop on Applied Dynamical Systems, Jishou, China, May 20-22, 2011.
6. 《美式勒式期权定价算法》,第六届(2011)中国管理学年会,成都,2011年9月24-25日.
7. Collocation methods for a class of singular integral equations, The Fourth International Conference on Scientific Computing and Partial Differential Equations, Dec. 5-9, 2011, Hong Kong.
8. Galerkin finite element methods for boundary-value problems of fractional differential equations with nonhomogeneous boundary conditions, The 5th Symposium on Fractional Differentiation and Its Applications, Nanjing, China, May 14-17, 2012.
9. An improvement of least square Monte-Carlo methods for pricing American-style options, The 16th International Congress of Insurance: Mathematics and Economics, June 28-30, 2012, University of Hong Kong.
10. Invited session commentator, 2012 China Finance Review International Conference, July 21-22, 2012, Shanghai.

科研项目

1. 国家自然科学基金面上项目(主持,2012.01-2015.12);
2. 入选2012教育部新世纪优秀人才支持计划(自然科学类);
3. 首届唐立新奖教金“优秀科研教师”二等奖;
4.教育部留学回国启动基金(主持,已结题)。

学术兼职

1.2012年5月-至今:国家自然科学基金同行评议人;
2. 2011年4月-至今:美国《数学评论》特约评论员;
3.2010年5月-至今:教育部留学回国启动基金评审专家;