Jin-Chuan Duan

Professor at National University of Singapore

Cycle & Carriage Professor of Finance at NUS Institute of Systems Science

Schools

  • National University of Singapore
  • NUS Institute of Systems Science

Links

National University of Singapore

Recognition & Awards

  • Fellow of the Society for Financial Econometrics - 2013
  • Best Paper Award, "Multiperiod Corporate Default Prediction - A Forward Intensity Approach," 2010 (with Jie Sun and Tao Wang), 2010 National Taiwan University International Conference of Finance - 2010
  • Academician of Academia Sinica, Inducted at its biennial convocation in Taipei - 2008
  • Best Paper in Derivatives Award, "Is Systematic Risk Priced in Options, 2005 (with J. Wei), Northern Finance Association Conference, Vancouver, Canada. - 2005
  • Roger Martin and Nancy Lang Award for Research Excellence, Joseph L. Rotman School of Management, University of Toronto - 2003
  • Sydney Futures Exchange Award (for the best paper presented on derivatives), "Pricing Hang Seng Index Option around the Asian Financial Crisis - A GARCH Approach, 1999 (with H. Zhang)", 12th Australasian Finance and Banking Conference, University of New South Wales, Sydney, Australia - 1999
  • Best Paper Award, "Pricing Hang Seng Index Option around the Asian Financial Crisis – A GARCH Approach", 8th Conference on the Theories and Practices of Securities and Financial Markets, National Sun Yat-sen University, Kaoshiung, Taiwan. - 1999
  • Senior Wei Lun Fellow, Hong Kong University of Science and Technology - 1998
  • Iddo Sarnat Award, (for the best paper published in the Journal of Banking and Finance, 1993). Loan Commitments, Investment Decisions and the Signaling Equilibrium, (with S.H. Yoon) - 1994

Educational Qualifications

  • Ph.D., Finance, University of Wisconsin, Madison, USA, 1986
  • MSc, Finance, University of Wisconsin, Madison, USA, 1984
  • MBA, University at Albany, The State University of New York, USA, 1982
  • BSc, National Taiwan University, 1978

Academic Experience

  • Director of Risk Management Institute, National University of Singapore, 2007 - 2014
  • Prof of Finance & Manulife Chair in Financial Svcs, University of Toronto (on leave from July 2007), 2000 - 2009
  • PhD Program Director, Rotman School of Management, University of Toronto, 2003 - 2006
  • Associate Professor and Professor of Finance, Hong Kong University of Science & Technology (on leave from July 2000), 1996 - 2002
  • Assistant and Associate Professor of Finance, McGill University, 1986 - 1996
  • Finance Area Coordinator, McGill University, 1994 - 1996

NUS Institute of Systems Science

Education Qualifications

  • Ph.D., Finance, University of Wisconsin, Madison, USA, 1986
  • MSc, Finance, University of Wisconsin, Madison, USA, 1984
  • MBA, University at Albany, The State University of New York, USA, 1982
  • BSc, National Taiwan University, 1978

Research Interest

  • Credit Risk
  • Banking And Insurance
  • Financial Econometrics
  • Financial Engineering And Risk Management

Academic Experience

  • Director of Risk Management Institute, National University of Singapore, 2007 - 2014
  • Prof of Finance & Manulife Chair in Financial Svcs, University of Toronto (on leave from July 2007), 2000 - 2009
  • PhD Program Director, Rotman School of Management, University of Toronto, 2003 - 2006
  • Associate Professor and Professor of Finance, Hong Kong University of Science & Technology (on leave from July 2000), 1996 - 2002
  • Assistant and Associate Professor of Finance, McGill University, 1986 - 1996
  • Finance Area Coordinator, McGill University, 1994 - 1996

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