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Faculty and Staff

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.

Courses Taught

• Investments, Financial Markets and Institutions, Business Calculus, Statistics, and Probability.

Publications

• Yinan Ni, and Yanfei Sun. “Environmental, Social, and Governance Premium in Chinese Stock Markets”, Global Finance Journal, (2023): 100811.
• Yinan Ni, James R. Barth, and Yanfei Sun. “On the Dynamic Capital Structure of Nations: Theory and Empirics”, Research in International Business and Finance, (2022): 101725.
• Hilliard, Jimmy E., Jitka Hilliard, and Yinan Ni. 鈥淎n Adaptive Model for Securities Prices Driven by Latent Values: Parameter Estimation and Option Pricing Effects鈥�, 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. 鈥淭ime-changed Stochastic Control Problem and its Maximum Principle Theory鈥�, 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 L茅vy 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 L茅vy noise." Proceedings of the American Mathematical Society 145, no. 7 (2017): 3085-3104.
• Nane, Erkan, and Yinan Ni. "Stochastic solution of fractional Fokker鈥揚lanck equations with space鈥搕ime-dependent coefficients." Journal of Mathematical Analysis and Applications 442, no. 1 (2016): 103-116.

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