Faculty and Staff
Name: Dr. Yinan Ni
Title: Assistant Professor – Finance
Office Location: SB-128-N
Phone: (815) 836-5193
Education & Certification
- Ph.D., Finance and Mathematics, Auburn University
- MS, Applied Mathematics, Auburn University
- BS, Applied Mathematics, Shandong Normal University, China
- Associate of the Society of Actuaries (ASA)
Bio:Dr. Yinan Ni is an Assistant Professor of Finance. His research interests include Financial Derivative, Investments, Monetary Policy, and Stochastic Modeling. He published in peer-reviewed journals such as Quantitative Finance, Journal of Financial Economic Policy, and Journal of Mathematical Analysis and Applications. He also presented his research work at several international conferences.
Dr. Yinan Ni has been teaching since 2012. He taught various courses in finance and mathematics, such as Investments, Financial Markets, Calculus, Statistics, and Probability. He became an Associate of the Society of Actuaries in 2017 and once served as a co-founder of the Actuarial Club at Auburn University.
- Investments, Financial Markets and Institutions, Business Calculus, Statistics, and Probability.
- Hilliard, Jimmy E., Jitka Hilliard, and Yinan Ni. “An Adaptive Model for Securities Prices Driven by Latent Values: Parameter Estimation and Option Pricing Effects”, Quantitative Finance, (2021): 1-16.
- Barth, James R., Richard J. Cebula, and Yinan Ni. "A Theoretical Note on Tax Evasion: The Case of the American FairTax Plan", Theoretical Economics Letters, 12, no. 2 (2022): 392-399.
- Nane, Erkan, and Yinan Ni. “Time-changed Stochastic Control Problem and its Maximum Principle Theory”, Probability and Mathematical Statistics, 41 (2021).
- Sun, Yanfei, and Yinan Ni. "Does bank integration contribute to insolvencies and crises?." Journal of Financial Economic Policy (2020).
- Hilliard, Jimmy E.,Jitka Hilliard, and Yinan Ni. “Using the Short-Lived Arbitrage Model to Compute Minimum-Variance Hedge Ratios: Application to Indices, Stocks and Commodities.” Quantitative Finance (2020)
- Nane, Erkan, and Yinan Ni. "Path stability of stochastic differential equations driven by time-changed Lévy noises." ALEA Lat. Am. J. Probab. Math. Stat 15, no. 1 (2018): 479-507.
- Nane, Erkan, and Yinan Ni. "Stability of the solution of stochastic differential equation driven by time-changed Lévy noise." Proceedings of the American Mathematical Society 145, no. 7 (2017): 3085-3104.
- Nane, Erkan, and Yinan Ni. "Stochastic solution of fractional Fokker–Planck equations with space–time-dependent coefficients." Journal of Mathematical Analysis and Applications 442, no. 1 (2016): 103-116.