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  • Lei Sun, PhD

  • Assistant Professor
  • PhD, Finance, Lancaster University
  • Fields:Financial Economics, Behavior Finance, Derivative Pricing
  • Office Phone Number: +86-755-2603-3007
  • Office Room: RM 658, PHBS Building
  • Email: sunlei@phbs.pku.edu.cn
Research Fields:

Financial Economics, Behavior Finance, Derivative Pricing
 

Education:

Ph.D., Finance, Lancaster University, 2010

M.M., Statistics, University of Waterloo, 2006

B.Sc., Mathematics, Peking University, 2003

Employment:
Internship: Model-Based Trading Group, Barclays Global Investors, BlackRock, London, 2010
 

Working Papers:

1: Multi-Period Pricing for Non-Executive Employee Stock Option: A Prospect Theory Approach 

2: A Canonical Way to Frame Loss Aversion: The Introduction of Index of Loss Aversion

3: A New Approach to Extract Preference from Option Data

Financial Economics (Evaluation: 97.91/100)
Derivative Pricing (Evaluation: 98.90/100)