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Dr Yibing Du

[Dr Yibing Du]

Other Faculty, Finance and Real Estate
Last Updated: February 12, 2020
about me

Research Interests

Research Interests
My main research interests are on the fixed income investments, financial risk management, credit risk, market risk and quantitative risk analysis and modeling.

Teaching Interests

Teaching Interests
My teaching interests include graduate and undergraduate courses in corporate finance, financial markets, investments, financial derivatives, portfolio management and security analysis, financial applications and financial mathematics.

Education

Education

    • 2009 PhD in Business Administration - Finance
      The University of Texas at Arlington, 2009
    • 2009 PhD in Finance
      UT Arlington, Arlington, Texas, 2009
    • 1998 MS in Economics
      Shanghai University Of Finance, 1998
    • 1998 MS in Economics
      Shanghai University of Finance and Economics, 1998
    • 1993 BS in Mechanical Engineering
      Tongji University, 1993
    • 1993 BS in Mechanical Engineering
      Tongji University, Shanghai, China, 1993

Licensure and Certifications

Licensure and Certifications

    • 2010 Financial Risk Manager, GARP

Appointments

Appointments

    • Aug 2018 to Present Clinical Assistant Professor
      Finance and Real Estate Department , The University of Texas at Arlington (Arlington,
    • Jan 2018 to Aug 2018 Professor of Practice
      Finance and Real Estate Department , The University of Texas at Arlington (Arlington,
    • Jan 2016 to Dec 2017 Lecturer
      Finance and Real Estate Department , The University of Texas at Arlington (Arlington,
      Undergraduate courses taught: Business Finance-FINA3313 Investments-FINA3315 Financial Institutions and Markets-FINA3317 Advanced Business Financial Analysis-FINA4315 International Corporate Finance-FINA4324 Financial Derivatives-FINA4319 Graduate courses taught: Investments-FINA5323 Portfolio Management and Security Analysis-FINA5329 Financial Institutions and Markets-FINA5334 Financial Applications (Case Study)-FINA5340 Seminar Special Topics in Finance-FINA6390
    • Aug 2015 to Dec 2015 Clinical Assistant Professor
      Finance and Real Estate Department , The University of Texas at Arlington (Arlington,

Memberships

    • July 2010 to Present GARP - Global Association of Risk Professionals
      Financial Risk Professional Association
    • Apr 2008 to Present Financial Management Association
    • Apr 2008 to Present Midwestern Finance Association
    • Apr 2004 to Present Southwestern Finance Association

Awards and Honors

    • Mar  2019 Nomination of 2018-2019 Outstanding Academic Advisor sponsored by UTA Student Success Division

News Articles

News Articles

    • Apr 2016 UTA ShortHorn
      "Don't let loans or credit cards steal your future"-Guest Columnist
      (Type: Newspaper)
    • Mar 2016 UTA ShortHorn
      "Invest in both your wallet and life"-Guest Columnist
      (Type: Newspaper)
    • Feb 2016 UTA ShortHorn
      "Learn the Art of Frugality"-Guest Colmunist
      (Type: Newspaper)

Publications

      2012
      • Journal Article
        Inversion of Option Prices for Implied Risk Neutral Probability Density Functions: General Theory and Its Applications to the Natural Gas Market
        [Du, Yijun, Wang, Chen, Du, Yibing]. Quantitative Finance. 12(12), "Taylor and Francis".
        https://www.tandfonline.com/toc/rquf20/12/12
      1998
      • Journal Article
        Structural Financing of Import and Export Bank of China
        [Du, Yibing]. Journal of Shanghai Finance. 2, Shanghai: "Shanghai Finance Society".

Presentations

    • March  2019
      Du, Yibing (Author), Vafai, Nima, "Impact of company size and sectors on the factor investing: Evidence from U.S. equity markets", Southwestern Finance Association, Houston, Texas. (March 12, 2019).
    • October  2009
      Du, Yibing (Author & Presenter), Hansz, JAndrew (Author), "Credit Risk Price Discovery in Equity, Debt, and Credit Derivative Markets", Financial Management Association, Reno, U.S.A. (October , 2009).
    • March  2009
      Du, Yibing (Author & Presenter), Hansz, JAndrew (Author), "Price Discovery of Credit Risk", Midwest Finance Association, Chicago, U.S.A. (March , 2009).
    • October  2006
      Du, Yibing (Author & Presenter), Hansz, JAndrew (Author), "Information Asymmetry, Market Illiquidity and the Age of the residential property", Financial Management Association, Salt Lake City, U.S.A. (October , 2006).
    • March  2006
      Du, Yibing (Author & Presenter), Du, Yijun (Author), "Risk Premium and Volatility in Natural Gas Futures", Southwestern Finance Association, Oklahoma City, U.S.A. (March , 2006).

Courses

      • FINA 4320-001 CAPITAL BUDGETING
        (Course Id: 100695)
        Spring - Regular Academic Session - 2020 Download Syllabus
      • FINA 4319-001 FINANCIAL DERIVATIVES
        (Course Id: 100694)
        Spring - Regular Academic Session - 2020 Download Syllabus
      • FINA 3315-002 INVESTMENTS
        (Course Id: 100686)
        Spring - Regular Academic Session - 2020 Download Syllabus
      • FINA 3315-003 INVESTMENTS
        (Course Id: 100686)
        Spring - Regular Academic Session - 2020 Download Syllabus
      • FINA 4315-002 ADVBUSINESS FINANCIAL ANALYSIS
        (Course Id: 100691)
        Fall - Regular Academic Session - 2019 Download Syllabus
      • FINA 3313-002 BUSINESS FINANCE
        (Course Id: 100685)
        Fall - Regular Academic Session - 2019 Download Syllabus
      • FINA 4319-001 FINANCIAL DERIVATIVES
        (Course Id: 100694)
        Fall - Regular Academic Session - 2019 Download Syllabus
      • FINA 3315-001 INVESTMENTS
        (Course Id: 100686)
        Fall - Regular Academic Session - 2019 Download Syllabus
      • FINA 3315-003 INVESTMENTS
        (Course Id: 100686)
        Fall - Regular Academic Session - 2019 Download Syllabus
      • FINA 5311-020 BUSINESS FINANCIAL MANAGEMENT
        (Course Id: 100705)
        Summer - Five Week - First - 2019
      • FINA 3317-001 FINANCIAL INSTIT & MARKETS
        (Course Id: 100687)
        Summer - Five Week - Second - 2019
      • FINA 5382-001 INDEPENDENT STUDIES IN FINANCE
        (Course Id: 100726)
        Summer - Eleven Week - 2019
      • FINA 5323-001 INVESTMENTS
        (Course Id: 100710)
        Summer - Eleven Week - 2019
      • FINA 5329-001 PORTFOLIO & SECURITY ANALYSIS
        (Course Id: 100716)
        Summer - Eleven Week - 2019
      • FINA 5340-001 FINANCIAL APPLICATIONS
        (Course Id: 100723)
        Spring - Regular Academic Session - 2019 Download Syllabus
      • FINA 4319-001 FINANCIAL DERIVATIVES
        (Course Id: 100694)
        Spring - Regular Academic Session - 2019 Download Syllabus
      • FINA 3317-002 FINANCIAL INSTIT & MARKETS
        (Course Id: 100687)
        Spring - Regular Academic Session - 2019 Download Syllabus
      • FINA 4315-002 ADVBUSINESS FINANCIAL ANALYSIS
        (Course Id: 100691)
        Fall - Regular Academic Session - 2018
      • FINA 3313-002 BUSINESS FINANCE
        (Course Id: 100685)
        Fall - Regular Academic Session - 2018
      • FINA 3313-004 BUSINESS FINANCE
        (Course Id: 100685)
        Fall - Regular Academic Session - 2018
      • FINA 4319-001 FINANCIAL DERIVATIVES
        (Course Id: 100694)
        Fall - Regular Academic Session - 2018
      • FINA 3317-001 FINANCIAL INSTIT & MARKETS
        (Course Id: 100687)
        Summer - Five Week - Second - 2018 Download Syllabus
      • FINA 3315-001 INVESTMENTS
        (Course Id: 100686)
        Summer - Five Week - Second - 2018 Download Syllabus
      • FINA 5329-001 PORTFOLIO & SECURITY ANALYSIS
        (Course Id: 100716)
        Summer - Eleven Week - 2018 Download Syllabus
      • FINA 5340-001 FINANCIAL APPLICATIONS
        (Course Id: 100723)
        Spring - Regular Academic Session - 2018 Download Syllabus
      • FINA 4319-001 FINANCIAL DERIVATIVES
        (Course Id: 100694)
        Spring - Regular Academic Session - 2018 Download Syllabus
      • FINA 3317-002 FINANCIAL INSTIT & MARKETS
        (Course Id: 100687)
        Spring - Regular Academic Session - 2018 Download Syllabus
      • FINA 3315-001 INVESTMENTS
        (Course Id: 100686)
        Spring - Regular Academic Session - 2018 Download Syllabus
      • FINA 4315-002 ADVBUSINESS FINANCIAL ANALYSIS
        (Course Id: 100691)
        Fall - Regular Academic Session - 2017 Download Syllabus
      • FINA 3313-004 BUSINESS FINANCE
        (Course Id: 100685)
        Fall - Regular Academic Session - 2017 Download Syllabus
      • FINA 4319-001 FINANCIAL DERIVATIVES
        (Course Id: 100694)
        Fall - Regular Academic Session - 2017 Download Syllabus
      • FINA 3315-002 INVESTMENTS
        (Course Id: 100686)
        Fall - Regular Academic Session - 2017 Download Syllabus
      • FINA 4324-001 INTERNATIONAL CORP FINANCE
        (Course Id: 100697)
        Summer - Eleven Week - 2017
      • FINA 5329-001 PORTFOLIO & SECURITY ANALYSIS
        (Course Id: 100716)
        Summer - Eleven Week - 2017
      • FINA 4315-001 ADVBUSINESS FINANCIAL ANALYSIS
        (Course Id: 100691)
        Spring - Regular Academic Session - 2017
      • FINA 5340-001 FINANCIAL APPLICATIONS
        (Course Id: 100723)
        Spring - Regular Academic Session - 2017
      • FINA 4324-002 INTERNATIONAL CORP FINANCE
        (Course Id: 100697)
        Spring - Regular Academic Session - 2017
      • FINA 3313-005 BUSINESS FINANCE
        (Course Id: 100685)
        Fall - Regular Academic Session - 2016
      • FINA 3313-006 BUSINESS FINANCE
        (Course Id: 100685)
        Fall - Regular Academic Session - 2016
      • FINA 3317-003 FINANCIAL INSTIT & MARKETS
        (Course Id: 100687)
        Fall - Regular Academic Session - 2016
      • FINA 5323-001 INVESTMENTS
        (Course Id: 100710)
        Fall - Regular Academic Session - 2016
      • FINA 3313-003 BUSINESS FINANCE
        (Course Id: 100685)
        Spring - Regular Academic Session - 2016
      • FINA 5340-001 FINANCIAL APPLICATIONS
        (Course Id: 100723)
        Spring - Regular Academic Session - 2016
      • FINA 3317-002 FINANCIAL INSTIT & MARKETS
        (Course Id: 100687)
        Spring - Regular Academic Session - 2016
      • FINA 3315-002 INVESTMENTS
        (Course Id: 100686)
        Spring - Regular Academic Session - 2016
      • FINA 3313-005 BUSINESS FINANCE
        (Course Id: 100685)
        Fall - Regular Academic Session - 2015
      • FINA 3313-006 BUSINESS FINANCE
        (Course Id: 100685)
        Fall - Regular Academic Session - 2015
      • FINA 3317-003 FINANCIAL INSTIT & MARKETS
        (Course Id: 100687)
        Fall - Regular Academic Session - 2015
      • FINA 5334-001 FINANCIAL INSTITUTIONS/MARKETS
        (Course Id: 100721)
        Fall - Regular Academic Session - 2015

Service to the University

    • Apr 2019 to  Apr 2019 UTA Honors Research Symposium Evaluator
      UTA Honors College
    • Mar 2018 to  Mar 2018 Judge
      2018 Texas FBLA State Leadership Conference
    • Feb 2018 to  Feb 2018 Guest Speaker
      UTA Actuarial Science Club
    • Mar 2017 to  Mar 2017 Guest Speaker
      Entrepreneurship in the Arts
    • Sept 2016 to  Sept 2016 Guest Speaker
      UTA Actuarial Science Club
    • Jan 2016 to  May 2016 Guest Columnist
      UTA Newspaper "Short Horn"

Service to the Profession

    • July 2019 to  Present
      Reviewer, Journal Article
      Journal of Real Estate Finance and Economics
    • Nov 2016 to  Nov 2016
      Exam Proctor
      GARP

Service to the Community

Service to the Community

    • Mar 2018 to  Mar 2018
      Judge (Dallas, Texas,
      2018 Texas FBLA State Leadership Conference