Financial Math Seminar

Investment Decisions and Falling Cost of Data Analytics

演讲者: Chao ZHOU(新加坡国立大学)

时间:2018-07-20 16:00-17:00

地点:慧园3栋 415报告厅

Family Involvement in Finance

演讲者:吴振宇(曼尼托巴大学)

时间:2018-06-19 16:00-17:00

地点:慧园3栋 415报告厅

Hyperbolic Normal Stochastic Volatility Model

演讲者:Jaehyuk Choi(北京大学汇丰商学院)

时间:2018-05-25 14:00-15:00

地点:慧园3栋 415报告厅

Interpolation: From Spirochete's Helical Body to Implied Volatility  Surfaces

演讲者:Alexei Medovikov (Susquehanna International Group)

时间:2018-04-04 11:00-12:00

地点:慧园3栋 415报告厅

Robo-Advising: A Dynamic Mean-Variance Approach

演讲者:戴民(新加坡国立大学)

时间:2018-03-14 17:00-18:00

地点:慧园3栋 415报告厅

Systemic Risk and Optimal Design of Central Clearing Counterparty (CCP)

演讲者:Dr. Zou Bin (康涅狄格大学)

时间:2017-12-21 14:30-15:30

地点:慧园3栋 415报告厅

Nonlinearity and Its application in Portfolio Selection

演讲者:惠永昌(西安交通大学)

时间:2017-11-15 15:00-16:00

地点:慧园3栋 415报告厅

Maximum likelihood estimation of Levy processes in finance

演讲者:Liming Feng (冯黎明)

时间:2017-07-11 16:30-08:00

地点:

Maximum likelihood estimation of Levy processes in finance

演讲者:Liming Feng (冯黎明)

时间:2017-07-11 16:10-17:10

地点:慧园3栋518报告厅

Optimal Model Averaging Estimation for Generalized Linear Models

演讲者:张新雨副研究员 中国科学院数学与系统科学研究院

时间:2017-06-14 11:05-12:05

地点:慧园3栋415报告厅

Generalized Sequential Auctions

演讲者:Liang Zou University of Amsterdam

时间:2017-06-12 10:00-11:00

地点:慧园3栋415报告厅

Optimal Insurance under Mean-variance Premium Principles

演讲者:池义春研究员(中央财经大学中国精算研究院)

时间:2017-05-18 15:00-16:00

地点:科教服务中心706

学术报告:投资组合管理---实践的视角

演讲者:李华

时间:2016-11-28 10:10-11:30

地点:科教服务中心706

Sensitivity Analysis for American Options

演讲者:刘彦初

时间:2016-06-08 17:00-18:00

地点:科教服务中心706

Semi-analytical Valuation for Discrete Barrier Options Under Time-Dependent Levy Processes

演讲者:崔振嵛

时间:2016-06-08 16:00-17:00

地点:科教服务中心706

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