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Financial Math Seminar

Mathematics behind volatility index and trading on volatility

Speaker: Yue Kuen KWOK (The Hong Kong University of Science and Technology)

Time: Dec 20, 2018, 14:30-15:50

Location: Room 201, Lychee Hills 2#

Implied Stochastic Volatility Models

Speaker: Chen Xu Li (Peking University)

Time: Dec 13, 2018, 16:30-17:30

Location: Conference Room 518, Hui Yuan 3#

Some optimization problems based on risk measures in actuarial science

Speaker: Jun Cai (University of Waterloo)

Time: Nov 21, 2018, 10:00-11:00

Location: Conference Room 415, Hui Yuan 3#

Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs

Speaker: Zhou YANG (South China Normal University)

Time: Oct 24, 2018, 10:00-11:00

Location: Conference Room 415, Hui Yuan 3#

Investment Decisions and Falling Cost of Data Analytics

Speaker: Chao ZHOU (NUS)

Time: Jul 20, 2018, 16:00-17:00

Location: Conference Room 415, Huiyuan 3#

Family Involvement in Finance

Speaker: Zhenyu Wu (University of Manitoba)

Time: Jun 19, 2018, 16:00-17:00

Location: Conference Room 518, Wisdom Valley 3#

Hyperbolic Normal Stochastic Volatility Model

Speaker: Jaehyuk Choi (Peking University HSBC Business School)

Time: May 25, 2018, 14:00-15:00

Location: Conference Room 415, Wisdom Valley 3#

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

Speaker: Alexei Medovikov (Susquehanna International Group)

Time: Apr 4, 2018, 11:00-12:00

Location: Conference Room 415, Wisdom Valley 3#

Robo-Advising: A Dynamic Mean-Variance Approach

Speaker: Min Dai (National University of Singapore)

Time: Mar 14, 2018, 17:00-18:00

Location: Conference Room 415, Wisdom Valley 3#

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

Speaker: Dr. Zou Bin (University of Connecticut)

Time: Dec 21, 2017, 14:30-15:30

Location: Conference Room 415, Wisdom Valley 3#

Nonlinearity and It’s application in Portfolio Selection

Speaker: 惠永昌(Xi'an Jiao Tong University)

Time: Nov 15, 2017, 15:00-16:00

Location: Conference Room 415, Wisdom Valley 3#

Maximum likelihood estimation of Levy processes in finance

Speaker:

Time: Jul 11, 2017, 16:30-08:00

Location:

Maximum likelihood estimation of Levy processes in finance

Speaker:

Time: Jul 11, 2017, 16:10-17:10

Location:

Optimal Model Averaging Estimation for Generalized Linear Models

Speaker: ZHANG Xinyu

Time: Jun 14, 2017, 11:05-12:05

Location: Conference Room 415, Wisdom Valley 3#

Generalized Sequential Auctions

Speaker: Liang Zou University of Amsterdam

Time: Jun 12, 2017, 10:00-11:00

Location: Conference Room 415, Wisdom Valley 3#

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