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Financial Math Seminar

Variable Volatility and Financial Failure

演讲者:Lingjiong Zhu(佛罗里达州立大学)

时间:2019-06-11 09:30-11:00

地点:慧园3栋 415报告厅

Mean-Variance Portfolio Selection for Partially-Observed Point Processes

演讲者:Yong Zeng(密苏里大学堪萨斯城分校)

时间:2019-06-05 10:00-12:00

地点:慧园3栋 415报告厅

Mathematics behind volatility index and trading on volatility

演讲者:Yue Kuen KWOK(香港科技大学)

时间:2018-12-20 14:30-15:50

地点:荔园二栋 201

Implied Stochastic Volatility Models

演讲者:Chen Xu Li(北大光华管理学院)

时间:2018-12-13 16:30-17:30

地点:慧园3栋 518报告厅

Some optimization problems based on risk measures in actuarial science

演讲者:Jun Cai(滑铁卢大学)

时间:2018-11-21 10:00-11:00

地点:慧园3栋 415报告厅

Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs

演讲者:杨舟(华南师范大学)

时间:2018-10-24 10:00-11:00

地点:慧园3栋 415报告厅

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

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