个人简历

教育背景
1995.09—1999.12 西南石油学院，石油与天然气工程专业 工学博士
1978.09—1982.07 重庆大学基础部，应用数学专业，理学学士
工作和研究经历
2003.10—至今 西南财经大学，经济数学学院 教授
1985.10—2003.09，西南石油学院，教授、副教授、讲师
1982.07—1985.09，原核工业部第九研究院第一研究所，助理研究员

研究领域

（1）计算数学：偏微分方程数值解；
（2）金融数学：金融衍生品定价；金融风险管理；金融计算

近期论文

1. Congyin Fan, Kaili Xiang, Shanzhen Chen. Stock loan valuation based on the Finite Moment Log-Stable process. Computers and Mathematics with Applications 75 (2018) 374-387.
2. Xuemei Luo, Kaili Xiang, Chuan Ding. American option pricing under financial crisis. Appl Stochastic Models Bus Ind. 34(5) (2018): 597-606.
3. Yindong Zhang, Kaili Xiang, Chuan Ding, and Tao Chen. Staged Venture Capital Investment considering Unexpected Major Events. Discrete Dynamics in Nature and Society Volume 2017, Article ID 9427285, 8 pages.
4. Congyin Fan, Kaili Xiang and Peimin Chen . Efficient Option Pricing in Crisis Based on Dynamic Elasticity of Variance Model. Discrete Dynamics in Nature and Society Volume 2016, Article ID 7496539, 9 pages.
5. Kaili Xiang , Fengying Li and Xiang Yu . Connecting orbits for Newtonian-like N-body problems. Journal of Inequalities and Applications (2015) 2015:197.
6. Kaili Xiang,Yindong Zhang and Xiaotong Mao. Pricing of Two Kinds of Power Options under Fractional Brownian Motion, Stochastic Rate,and Jump-Diffusion Models. Abstract and Applied Analysis Volume 2014, Article ID 259297, 11 pages.
7. Min Wang and Kaili Xiang. Pricing Variance Swaps with Stochastic volatility Under Jump-Diffusion. Dynamics of Continuous. Discrete and Impulsive Systems B : Algorithms and Applications 21(2014) 121-136.
8. Chuan-Yi Luo, Kaili Xiang and Wei Li. Performance analysis of a discrete-time Geo/G/1 queue with multiple adaptive vacations and variable. Dynamics of Continuous. Discrete and Impulsive Systems B : Algorithms and Applications19 (2012) 637-665.
9. Chuan-Yi Luo, Kaili Xiang. Recursive solution of queue length distribution for Geo/G/1 queue with single server vacation and variable input rate. Computers and Mathematics with Application 61(2011) 2401-2411.
10. Kaili Xiang, R.M. Thomas. Efficient Sixth Order P-Stable Methods with Minimal Local Truncation Error for y''=f(t,y). J. Comput. Math. Vol.20,No.2 ( 2002) 175-184.
11. Kaili Xiang, Liu Jianxing. High Accuracy Formula for y'' = f(t, y), ACTA Math. Apple. Sinica, Vol.14, No.2,( 1998).
12. Kaili Xiang, Jianjun Zhang. Explicit two-step high-accuracy hybrid methods with minimal phase-lay for two-order ODES and their application to the one-dimensional Schrodinger equation. Journal of Computational and Applied Mathematics Vol.95, No.1-2 (1998).