معرفی
Fan Yu is the Gordon C. Bjork Professor of Financial Economics and George R. Roberts Fellow at the Robert Day School of Economics and Finance. Their research focuses on credit risk modeling, fixed income securities, derivative markets, and financial risk management. Yu holds a Ph.D. from Cornell University and a B.Sc. from McMaster University.
Education:
- Ph.D., Cornell University
- B.Sc., McMaster University
Research Interests: Yu’s work examines credit risk dynamics, derivative pricing in uncertain markets, and the structural factors influencing corporate finance decisions. Recent studies include analyzing government support effects on Chinese SOEs’ yield spreads and evaluating credit derivatives’ role in firm valuation and risk mitigation.
Publications Trends: Recent articles emphasize emerging markets (e.g., China’s SOEs and local government debt), systemic risk spillovers, and real options applications in real estate. Methodologically, Yu combines quantitative finance frameworks (e.g., HJM models) with empirical analyses of market behaviors.
Grants and Awards: No scientific awards or grants explicitly listed in the text.
Lab/Team Affiliations: No specific labs or research groups mentioned.
