报告时间：2017年12月6日(周三)下午4:00-5:30

报告题目：The Science of Money

报告人：Professor Steven Kou (新加坡国立大学风险管理研究所所长、数学讲座教授)

报告地点：东荣大厦A区604会议室

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.

报告人简介：Professor Steven Kou现任新加坡国立大学风险管理研究所所长、数学讲座教授。曾执教于Columbia University, University of Michigan, and Rutgers University，在Management Science, Operations Research, Mathematical Finance等国际一流期刊发表很多深入的工作，研究结果被Wall Street广泛应用，部分已编入MBA的教科书中。目前担任Operations Research,Mathematical Finance,Mathematics of Operations Research等国际一流期刊编委。

项目介绍：新加坡国立大学MFE项目介绍

主讲人：Professor Dai Min (新加坡国立大学数量金融中心主任)

内容：Steven Kou教授的一小时报告后，Dai Min教授用15-20分钟时间介绍新加坡国立大学的MFE program (Master of Science in Financial Engineering)项目。

主讲人简介：

Professor Dai Min现任新加坡国立大学数量金融中心主任。曾执教于北京大学，从事定量金融方面研究，研究工作发表在Journal of Economic Theory，Management Science，Mathematical Finance，Review of Financial Studies等国际一流期刊。目前担任Journal of Economic Dynamics and Control, SIAM Journal on Financial Mathematics等期刊编委。