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   Du DU
  Assistant Professor
  Email: dudu@ust.hk

PhD 2007
MA 2002
BSc 1999		 University of Chicago, Economics
Peking University, Economics
Peking University, Physics
Personal Home Page :  http://ihome.ust.hk/~dudu/

ACADEMIC AND PROFESSIONAL EXPERIENCE
  • Assistant Professor of Finance, HKUST, 2007-present


PUBLICATION

  • "General Equilibrium Pricing of options with habit formation and event risks", Journal of Financial Economics, forthcoming


WORKING PAPERS

  • "General Formulas For Valuing Stocks and Bonds with Structural Changes"
  • "Macroeconomic Conditions, Nature of Competition, and Optimal Investment"
  • "General Equilibrium Pricing of Currency and Currency Options with Variable Disasters and Recursive Utility"