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Special Lecture Series and Graduate Student Poster Presentation
( 11 - 18 Jun 2012 )

Venue: IMS Auditorium

Organizing Committee · Visitors and Participants · Overview · Activities · Venue · Enquiries

 

 Monday, 11 Jun 2012

09:45am - 10:00am

Registration

10:00am - 11:00am

Dynamic default predictions - spot and forward intensity approaches I
(PDF 1)

Jin-Chuan Duan, National University of Singapore

11:00am - 11:30am

--- Coffee Break ---

11:30am - 12:30pm

Dynamic default predictions - spot and forward intensity approaches II
(PDF 1)

Jin-Chuan Duan, National University of Singapore

12:30pm - 02:00pm

--- Lunch ---

02:00pm - 03:00pm

Distance-to-default - concept and implementation I
(PDF 2)

Jin-Chuan Duan, National University of Singapore

03:00pm - 03:30pm

--- Coffee Break ---

03:30pm - 04:30pm

Distance-to-default - concept and implementation II
(PDF 2)

Jin-Chuan Duan, National University of Singapore

Tuesday, 12 Jun 2012

09:45am - 10:00am

Registration

10:00am - 11:00am

The econometric analysis of mixed frequency data with macro/finance applications I

Eric Ghysels, University of North Carolina, USA

11:00am - 11:30am

--- Coffee Break ---

11:30am - 12:30pm

The econometric analysis of mixed frequency data with macro/finance applications II

Eric Ghysels, University of North Carolina, USA

12:30pm - 02:00pm

--- Lunch ---

02:00pm - 03:00pm

The econometric analysis of mixed frequency data with macro/finance applications III

Eric Ghysels, University of North Carolina, USA

03:00pm - 03:30pm

--- Coffee Break ---

03:30pm - 04:30pm

The econometric analysis of mixed frequency data with macro/finance applications IV

Eric Ghysels, University of North Carolina, USA

Wednesday, 13 Jun 2012

 

Free Discussion

Thursday, 14 Jun 2012

09:45am - 10:00am

Registration

10:00am - 11:00am

Statistics of risk allocation in markets, individuals and neurons I
(PDF 1, PDF 2, PDF 3, PDF 4)

Wolfgang Härdle, Humboldt-Universität zu Berlin, Germany

11:00am - 11:30am

--- Coffee Break ---

11:30am - 12:30pm

Statistics of risk allocation in markets, individuals and neurons II
(PDF 1, PDF 2, PDF 3, PDF 4)

Wolfgang Härdle, Humboldt-Universität zu Berlin, Germany

12:30pm - 02:00pm

--- Lunch ---

02:00pm - 03:00pm

Statistics of risk allocation in markets, individuals and neurons III
(PDF 1, PDF 2, PDF 3, PDF 4)

Wolfgang Härdle, Humboldt-Universität zu Berlin, Germany

03:00pm - 03:30pm

--- Coffee Break ---

03:30pm - 04:30pm

Statistics of risk allocation in markets, individuals and neurons IV
(PDF 1, PDF 2, PDF 3, PDF 4)

Wolfgang Härdle, Humboldt-Universität zu Berlin, Germany

Friday, 15 Jun 2012

09:45am - 10:00am

Registration

10:00am - 11:00am

Algorithmic trading - mathematics, technology, finance and regulation I

Sam Wong, CASH Dynamic Opportunities Investment Limited, Hong Kong

11:00am - 11:30am

--- Coffee Break ---

11:30am - 12:30pm

Algorithmic trading - mathematics, technology, finance and regulation II

Sam Wong, CASH Dynamic Opportunities Investment Limited, Hong Kong

12:30pm - 02:00pm

--- Lunch ---

02:00pm - 03:00pm

Algorithmic trading - mathematics, technology, finance and regulation III

Sam Wong, CASH Dynamic Opportunities Investment Limited, Hong Kong

03:00pm - 03:30pm

--- Coffee Break ---

03:30pm - 04:30pm

Algorithmic trading - mathematics, technology, finance and regulation IV

Sam Wong, CASH Dynamic Opportunities Investment Limited, Hong Kong

Monday, 18 Jun 2012

09:45am - 10:00am

Registration

10:00am - 11:00am

Stochastic models and statistical analysis for financial data I

Yazhen Wang, University of Wisconsin-Madison, USA

11:00am - 11:30am

--- Coffee Break ---

11:30am - 12:30pm

Stochastic models and statistical analysis for financial data II

Yazhen Wang, University of Wisconsin-Madison, USA

12:30pm - 02:00pm

--- Lunch ---

02:00pm - 03:00pm

Stochastic models and statistical analysis for financial data III

Yazhen Wang, University of Wisconsin-Madison, USA

03:00pm - 03:30pm

--- Coffee Break ---

03:30pm - 04:30pm

Stochastic models and statistical analysis for financial data IV

Yazhen Wang, University of Wisconsin-Madison, USA

 

Organizing Committee · Visitors and Participants · Overview · Activities · Venue · Enquiries

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