学术报告| 报告题目：The Science of Money & MQF project introduction 报 告 人：Prof. Steven Kou & Prof. Min Dai (National University of Singapore) 报告时间：11月3日 （周二） 下午16:00-17:30 报告地点：四号楼4131室 欢迎广大师生前往! 数学学院 2015年10月27日 报告摘要： 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. 报告人介绍： Professor Steven Kou is currently the Director of the Risk Management Institute and a Provost’s Chair Professor of Mathematics 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. |