University Finance

Mingxin Xu

Office address:Department

of Mathematics and Statistics, University

of North Carolina at Charlotte, Charlotte, NC28223, U.S.A.

Telephone: 704-***-****

abpi56@r.postjobfree.com

Education Carnegie Mellon University, Pittsburgh, PA

Ph.D. in Mathematical Finance, May 2004, Thesis

adviser: Steven Shreve

M.S.

in Mathematical Sciences, May 1999

Syracuse

University, Syracuse, NY

M.S. in Mathematics, May 1998, Specializations:

Probability/Statistics and Numerical Analysis

Shanghai

Jiao Tong University, Shanghai, China

B.S.

in Electrical Engineering and Applied Mathematics, July 1996

Work University

of North Carolina at Charlotte, August 2004 - present, Assistant Professor (tenure track

position)

Experience

Statistical and Applied Mathematical Sciences

Institute (SAMSI), September -

December 2005, New Resercher Fellow

Swiss Federal Institute of

Technology Zurich (ETH), Zurich, Switzerland, November 10 - December 8, 2007 and

May 15 - June 30, 2005, Visiting Scholar

Bank of America, June - December 2000, Internship

at Quantitative Finance Department: pure-jump processes modeling for option

pricing and hedging, quantitative support for trading group

Publications Joint work with

Jing Li, Minimizing conditional Value-at-Risk under

constraint on expedcted value, preprint, 2009 Infinite horizon optimal search

problem with hiring and firing options, preprint, 2009 Joint

work with Jing Li, Risk minimizing portfolio optimization

and hedging with conditional Value-at-Risk, Review of Futures Markets, 16, 471-506, 2008

Joint work with Lloyd

Blenman, Joint ventures, risk sharing

and optimal contract design, preprint, 2009

Joint work with Libor

Pospisil,Jan Večeř, Tradable

measures of risk, preprint, 2007

Joint work with Kiseop Lee, Parameter estimation

from multinomial trees to jump diffusions with K means clustering, RISK,

21, 82-86, 2008

Joint work withLloyd Blenman, Joint ventures and risk sharing, Journal

of Business and Entrepreneurship, 21, 96-107, 2009

Joint work with Masahiko Egami, A continous-time

search model with job switch and jumps, to appear in Mathematical Methods

of Operations Research, 2008 Risk measure pricing and hedging

in incomplete markets, Annals

of Finance, 2, 51-71, 2006 Joint work with Jan Večeř, Pricing Asian options in a semimartingale model, Quantitative Finance, 4, 170-175, 2004

Joint work with Jan Večeř, Mean

comparison theorem cannot be extended to Poisson case, Journal of Applied Probability, 41, 1199-1202,

2004

Supervisedby

Steven Shreve, Minimizing shortfall risk using duality

approach - an application to partial hedging in incomplete markets, Ph.D. thesis, 2004

Colloquium Bachelier

Finance Society 5th World Congress,

London, July 15-19, 2008and Conference Convegno PRIN, Metodi Stocastici in Finanza, Turin, Italy,

July3-5, 2008Talks NSF/CBMS Regional Conference on Convex Duality Method in Mathematical

Finance, University of California Santa Barbara, June 22-27, 2008

AMS 2008 Spring Central Section

Meeting,

University of Indiana, April 5-6, 2008

32nd SIAM Southeaster-Atlantic

SectionConference, University of Central Florida, March 14-15, 2008

MidWest Finance Association 57th

Annual Meeting, San Antonio, February 27-March 1, 2008

Universit di Roma TorVergata, Roma, Italy, November 9,

2007

University of

Louisville, April 7, 2007 PRMIA (Professional Risk Managers

International Association) Event,

Charlotte Chapter, April 2, 2007 University of

Michigan, Ann Arbor, December7,

2006 Universit

degli Studi di Padova,

Padova,Italy, July 18, 2006

Universit

degli Studi di Perugia,

Perugia, Italy, July 12, 2006

Risk Measurement and Control

Summer School,

Swiss Institute of Rome, Italy, June 20-28, 2006

AMS 2006 Spring

Southeastern Meeting, Florida

International University, Miami, April 1-2, 2006

University

of Texas at Austin, Austin,

March 10, 2006

Bachelier Seminar, Institut

HenriPoincar, Paris, France, January 13, 2006

SAMSI Financial Mathematics,

Statistics and Econometrics Kickoff Tutorials and Workshops, Research Triangle Park, North Carolina, September 18-21, 2005 13th INFORMS Applied Probability Conference, Ottawa, Canada, July 6-8, 2005

University of Munich, Munich, Germany, June16,

2005

Swiss Federal Institute of

Technology Zurich (ETH), Zurich, Switzerland, May 19, 2005

Boston University, Boston, November 19,

2004

QuantCongress, New York, November 1-2, 2004 6th Columbia-JAFEE Conference on The Mathematics of Finance,

Columbia University, New York, October 8-9, 2004

North

Carolina State University, Raleigh, September 24, 2004

Bachelier Finance Society 3rd World Congress, Chicago, July 21-24,

2004

Bachelier Finance

Society 2nd World Congress,

Crete, Greece, June 12-15, 2002

5th Columbia-JAFEE Conference on The Mathematics of Finance,

Columbia University, New York, April 5-6, 2002

Honors and John H. Biggs Faculty Fellowship, University of North

Carolina at Charlotte, 2007, total amount: $7,000

Awards

National Science Foundation (NSF) grant from Decision, Risk

and Management Science Program (SES-0518869), August 15, 2005 - July 31, 2008,

total amount: $67,287

SAMSI

new researcher fellowship (NSF), September - December 2005, total amount:

$20,000

Advisor JingLi, Ph.D. candidate,

UNC-Charlotte

Risk

minimizing portfolio optimizaiton and hedging with conditional Value-at-Risk

LihongXia,Ph.D.

candidate, UNC-Charlotte

StephanieBosak,

Honors Senior Thesis, UNC-Charlotte, 2007

Simulation

based testing for compliance under FAS133 - accounting for derivative

instruments and hedging activities

Mayo Suzuki, Senior Project,

UNC-Charlotte, 2005

Social security are private accounts good

ideas?

Contact this candidate