Wang, Yintian

Associate Professor, Department of Finance

Curriculum Vitae

Phone                (86) (10) 62792646
Office                416B Weilun Building
Office Hours      
Thu.  10:00-12:00  13:00-14:00       


WANG Yintian is an assistant professor in finance area at School of Economic and Management. She joined in Tsinghua University in 2007.She earned the bachelor degree in Xi’an Jiaotong University where he studied accounting as her major from 1994 to 1998. Between 1999 and 2000, she broadened her academic career to University McGill where she received her master degree in economics and worked as a research assistant from 2001 to 2006. She teaches Investment, Derivatives, Financial econometrics.

Professor Wang’s research focuses on Option pricing, Credit derivatives, Econometric modeling, Risk management. Her papers have been published in a range of scholarly journals, which include: Journal of Financial Economics, Journal of Business and Economic Statistics, and Journal of Financial Research. Her conference papers have been released in a variety of international conferences, which include: Financial Management Association International Meeting, Northern Finance Association Meeting, Econometrics Society World Congress, Financial Management Association European Meeting, the First Symposium on Econometric Theory and Applications, European Financial Management Association, and Conference of Institution of Risk Management. She received the Gold Award of Stock Risk Management Research Awards on the European Financial Management Association Meeting which was held in Madrid, Spain in 2006. She was awarded the First Prize for scientific research of Tsinghua University in 2008.

Professor Wang is a member of Econometric Society, FMA as well as AFA. She also served as an anonymous reviewer on international journals, which include: Journal of Future Market, Pacific-Basin Finance Journal, and Emerging Markets Finance and Trade. Professor Wang has been a member of Econometric Society and Financial Management Association in China since 2005. She also worked as the Senior Financial Analyst of New York Fitch Ratings from 2006 to 2007. Her research results and mathematical models are used as the reference for rating companies.

Journal Papers (International)

Yintian WANG,Option valuation with long-run and short-run volatility components,Journal of Financial Economics,Vol.90 No.2008-12 p272-297,2008-12-01  
Working papers

Yintian WANG,Volatility Long Memory on Option Valuation,2009-12-23