Prof. Zhen Ye (Peter) Website

Prof. Zhen Ye (Peter) WebsiteProf. Zhen Ye (Peter) WebsiteProf. Zhen Ye (Peter) Website
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    • Home
    • About me
    • Career
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    • Research
    • Teaching
    • Consultancy
    • Contact Me

Prof. Zhen Ye (Peter) Website

Prof. Zhen Ye (Peter) WebsiteProf. Zhen Ye (Peter) WebsiteProf. Zhen Ye (Peter) Website
  • Home
  • About me
  • Career
  • Education
  • Research
  • Teaching
  • Consultancy
  • Contact Me

AWARD, portfolio & resources

Nomination and award

Nomination to Roll of Honour for Student Choice Award, UCL, 2022 on five categories

  • Active Student Partnership
  • Brilliant Research-Based Education
  • Excellent Personal Tutoring
  • Inspiring Teaching Delivery
  • Outstanding Research Supervision 

Students' feedbacks & innovation

MSC INFRASTRUCTURE USING SPECIAL PURPOSE VEHICLE, UCL 

  • Here are a few positive comments from my MSc students in 2022 why they like this course: " Experts coming to class and sharing about their experiences." "The course lecturer is a very good and patient teacher... He was very supporting of our learning experience and I look forward to his other module." 


MSC RISK MODELLING AND ASSET MANAGEMENT IN INFRASTRUCTURE, UCL  

  • This module teaches MSc students stochastic modelling. In 2022, students gave me some great feedbacks: "The lecturer's delivery is exceptional & very encouraging." "Really enjoy group working in the final project. Getting together and figuring out how to play with @Risk and make factors more stochastic are great. I believe this is a useful tool that we can bring to our future career. " 


MBA & MSC GLOBAL FINANCE (CFA & FRM PATHS), COVENTRY UNIVERSITY

  • I led the design of an innovative MSc and created two pathways for students to specialise in either CFA or FRM curriculum. Mapping was done in collaboration with GARP (FRM) and CFA. CFA and FRM charter holder was recruited to lead and teach in the programme. The programme became academic partners with GARP and CFA and attracted a steady 30-40 students from around the world. I also led my team to design a MSc in Fin-Tech.  

Some Modules & programme I taught between 2005 and 2023.

  • UCL Bartlett: 'Infrastructure Finance'; 'Demand Analysis, Business Cases and Appraisal in Infrastructure', 'Risk Modelling and Asset Management' & 'Infrastructure using SPV'. 
  • Coventry University London: 'Global Financial Market', 'International Investment Analysis' & Financial Modelling for MSc Global  Finance, MSc Global Financial Trading & MBA.
  • Xiamen University's School of Economics and School of Management: MSc Finance 'Transnational M&A'; MBA 'International Business'; MCE 'China's Industrial Economy'.
  • Hull University Business School (AACSB, EQUIS & AMBA): EMBA 'International Business', MSc 'International Business Environment & Strategy', in Hull, Singapore, Oman and Bahrain.
  • Peking University's PHBS EMBA course in Oxford campus and The Cultural Industries Institute's EDP 'Management of Intellectual Property Rights in Creative Industries' at Peking's main campus.
  • Hertfordshire University Business School: MBA 'Business Environment', MSc  'International Production and Governance', and undergraduate economics core in 'Economics of Business Organisation' & 'Applied Economics', etc.
  • China's National Accounting Institute: EDP 'State Owned Enterprise and Globalisation'.


Eviews, R & STATA codes for Downloads

  1. Country Risk Premium (CRP) for US, India, Pakistan, China etc. in Excel (Connected Learning Project).
  2. Value at Risk (VaR) GARCH forecast Eviews code (Courtesy of Dr Malvina Marchese, Bayes Business School).
  3. Value at Risk (VaR) Naive Historical Simulation Eviews code.
  4. Value at Risk (VaR) R code (Courtesy of Shizhen Wang, PGAT for BCPM0021).
  5. Value at Risk (VaR) Output Comparison using Eviews, STATA & TreePlan.
  6. Value at Risk (VaR) Forecast STATA code t-distribution 
  7. Exponentially Weighted Moving Average(EWMA) Transformation STATA 
  8. R code for Normal, t and Triangular Distribution (Connected Learning Project)
  9. R CAPM code 1 (Connected Learning Project)
  10. R CAPM code 2 (Connected Learning Project)
  11. Currency Bid-Ask Spread as a Measure of Event Uncertainty
  12. Amoy game (simulating 1 million 6 dice play), a popular, traditional game for the mid--autumn festival in my hometown

1. CRP CL project 2020 (xlsx)

Download

2. VAR forecast Eviews (txt)

Download

3. VAR using Eviews Historial simulation (txt)

Download

4. VAR using R Simulation (txt)

Download

5. VaR Output comparison (xlsx)

Download

6. Forecast on t-distribution and dFm (txt)

Download

7. Transformation to EWMA (txt)

Download

8. R code for Normal, t and Triangular (txt)

Download

9. R CAPM Code 1 (txt)

Download

10. R CAPM Code 2 (txt)

Download

11. Bid-Ask Spread as Uncertainty (xlsx)

Download

12. Amoy Game R code for simulation (txt)

Download

Copyright © 2025 Prof Zhen Ye (Peter) - All Rights Reserved.

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