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新加坡国立大学 Steven Kou教授、Min Dai博士学术报告通知
发布时间 : 2016-09-18     点击量:

        应gg999策略手机白菜的邀请,新加坡国立大学风险管理研究所所长 Steven Kou教授及Min Dai博士将于近期访问我院,来访期间将为师生做以下学术报告:

        题目: The Science of Money
        时间:9月21日(星期三)下午4:30-6:00
        地点:中2-1242

        Abstract: We will discuss three aspects of the application of scientific methods to finance: (1) Investment (2) Derivatives (3) Risk Management. Although more advanced tools, such as stochastic differential equations, Monte Carlo simulation, psychology, statistical inference, optimization, and functional analysis may be needed to study these topics, only high school mathematics will be used in the talk. We aim at giving some concrete examples in these topics, to inspire interests among the general public. In particular, we will focus on three examples: (1) Optimal portfolio choices, e.g. Kelly and Merton criteria. (2) The binomial model for option pricing. (3) Axioms for risk measures.
 
        Bio of the speaker: Professor Steven Kou is currently the Director of the Risk Management Institute and Class of ’62 Professor at the National University of Singapore. Previously, he taught at Columbia University, University of Michigan, and Rutgers University. He teaches courses in quantitative finance, stochastic models, and statistics. His research results have been widely used on the Wall Street, and have been incorporated into standard M.B.A. textbooks.

        This is a public talk, and the audience includes all undergraduates and postgraduates, not limited to Math Dept (students from Computer, Physics, Economics are all welcome).

 

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