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Quantitative Finance
(2 - 11 January 2019 and 1 - 31 August 2019)

 

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

 

 Organizing Committee


Chair

 

Members

  • Min Dai (National University of Singapore)
  • Chao Zhou (National University of Singapore)


 Visitors and Participants

 

 

 Overview


Quantitative finance is an interdisciplinary research area related to finance, mathematics, and statistics, and is relevant to both the private and public financial sectors. Two areas of finance require advanced quantitative techniques: a) asset pricing, and b) risk and portfolio management. To make further progress in these two areas, our program will focus on the following three themes:

  • Stochastic control in asset pricing and risk/portfolio management
  • Econometrics for stock return and volatility
  • Pricing and risk management for fixed-income products


 Activities


  • TBA

 Venue

 

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

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