Financial Math Seminar

Some optimization problems based on risk measures in actuarial science

Speaker:Jun Cai (University of Waterloo)

Time:2018-11-21 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:2018-10-24 10:00-11:00

Location:Conference Room 415, Hui Yuan 3#

Investment Decisions and Falling Cost of Data Analytics

Speaker: Chao ZHOU (NUS)

Time:2018-07-20 16:00-17:00

Location:Conference Room 415, Huiyuan 3#

Family Involvement in Finance

Speaker:Zhenyu Wu (University of Manitoba)

Time:2018-06-19 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:2018-05-25 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:2018-04-04 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:2018-03-14 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:2017-12-21 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:2017-11-15 15:00-16:00

Location:Conference Room 415, Wisdom Valley 3#

Maximum likelihood estimation of Levy processes in finance

Speaker:

Time:2017-07-11 16:30-08:00

Location:

Maximum likelihood estimation of Levy processes in finance

Speaker:

Time:2017-07-11 16:10-17:10

Location:

Optimal Model Averaging Estimation for Generalized Linear Models

Speaker:ZHANG Xinyu

Time:2017-06-14 11:05-12:05

Location:Conference Room 415, Wisdom Valley 3#

Generalized Sequential Auctions

Speaker:Liang Zou University of Amsterdam

Time:2017-06-12 10:00-11:00

Location:Conference Room 415, Wisdom Valley 3#

Optimal Insurance under Mean-variance Premium Principles

Speaker:CHI Yichun

Time:2017-05-18 15:00-16:00

Location:Conference Room 706, Service Center of Scientific Research and Teaching

学术报告:投资组合管理---实践的视角

Speaker:李华

Time:2016-11-28 10:10-11:30

Location:科教服务中心706

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