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
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
An Adaptive Simulation Approach for Pricing Financial Options
演讲者:邓世杰 (美国乔治亚理工大学)
时间: 2016-06-08 14:30-15:30
地点:科教服务中心706
Forecasting Financial Extremes: A Network Degree Measure of Super-Exponential Growth
演讲者:闫晚丰
时间: 2015-12-17 16:10-15:10
地点:科教服务中心703