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南京大学经济学系于1978年恢复建系，设有2个本科专业：经济学、财政学。4个硕士专业：政治经济学、国民经济学（投资经济方向）、西方经济学、数量经济学以及理论经济学一级学科博士授权点和理论经济学博士后流动站。
城乡收入差距，何处“破题”?
城乡 收入差距 农业
2013/8/8
城乡居民收入比超31，收入差距处历史高位，如按可支配收入同一口径统计，城乡收入差距还要大些。农民不仅在收入上与城市居民有较大差距，在享受公共服务和社会福利方面与城市差距也很大。从实际情况看，这几年农民的农业收入占纯收入的比重在不断下降，因此今后靠农业增收实现收入增加的难度较大.
European Option Pricing with Liquidity Shocks
liquidity shock indifference price exponential utility maximization
2012/6/2
We study the valuation and hedging problem of European options in a market subject to liquidity shocks. Working within a Markovian regime-switching setting, we model illiquidity as the inability to tr...
A Fourier transform method for spread option pricing
Spread options multivariate spread options jump-diffusions fast Fourier transform gamma function
2010/10/29
Spread options are a fundamental class of derivative contract written on multiple assets,
and are widely used in a range of financial markets. There is a long history of approximation
methods for co...