Seminars



Date/Time
Title/Speaker/Affiliation
01 Mar 2017
10.30am - 12pm
Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience
Prof Ulrich Horst
Head, Department of Mathematics; Humboldt-University Berlin
14 Apr 2016
10.30am - 12.00pm
Introduction to Forward Investment Performance Approach (Part II)
Thaleia Zariphopoulou
The University of Texas at Austin, United States
13 Apr 2016
2.00pm - 3.00pm
Stochastic Modeling and Optimization Methods in Investments
Thaleia Zariphopoulou
The University of Texas at Austin, United States
11 Apr 2016
10.30am - 12.00pm
Introduction to Forward Investment Performance Approach (Part I)
Thaleia Zariphopoulou
The University of Texas at Austin, United States
30 Mar 2016
4.00pm - 5.30pm
Internship Programme 2016 with Great Eastern
Steve Cheng & Jack Tan
Great Eastern
02 Mar 2016
4.30pm-5.30pm
Internship Opportunities with MUREX
RANA Rakesh
MUREX, Singapore
25 Jan 2016
11.00am - 12.00pm
Quantitative Research in JPMorgan
Xiaolan Zhang
JPMorgan, China
20 Jan 2016
6.00pm - 10.00pm
FinMechanics Recruitment Talk & Test
Anindya Sarkar
FinMechanics, Singapore
14 Oct 2015
3.00pm - 4.00pm
Internship Opportunities with MUREX
Rana Rakesh
MUREX, Singapore
14 Jul 2015
12.30pm - 2.00pm
16 Apr 2015
3.00pm - 4.30pm
Robust Monte Carlo, Model Risk, and Counterparty Risk
Paul Glasserman
Columbia University, United States
14 Apr 2015
3.00pm - 4.30pm
Financial Networks
Paul Glasserman
Columbia University, United States
13 Apr 2015
4.00pm - 5.00pm
Contingent Capital, Tail Risk, and Debt-Induced Collapse
Paul Glasserman
Columbia University, United States
08 Oct 2014
4.00pm - 5.30pm
11 Sep 2014
4.00pm - 5.30pm
Diffusion Scaling of a Limit-order Book Model
Steven E. Shreve
Carnegie Mellon University, United States
10 Sep 2014
2.00pm - 4.00pm
Transaction Costs
Steven E. Shreve
Carnegie Mellon University, United States
09 Sep 2014
10.00am - 12.00pm
Optimization in a Frictionless Market
Steven E. Shreve
Carnegie Mellon University, United States
02 Sep 2014
5.00pm - 6.00pm
16 Apr 2014
3.00pm - 4.00pm
Functional Principal Component Analysis for Derivatives of High-Dimensional Curves
Maria Grith
Humboldt-Universität zu Berlin, Germany
29 Jan 2014
4.30pm - 5.30pm
Analytic pricing of discretely sampled generalized variance swaps and options
Zheng Wendong
The Hong Kong University of Science & Technology, Hong Kong
17 Jan 2014
4.00pm - 5.00pm
Fear of Loss, Inframodularity, and Transfers
Marco Scarsini
Singapore University of Technology and Design, Singapore
04 Dec 2013
11.00am - 12.00pm
Recent Developments in Credit Portfolio Modelling
Ludger Overbeck
University of Giessen, Germany
22 Nov 2013
9.00am – 11.30am
Mini-course on Dynamic Pricing and Revenue Management (Part 2)
Guillermo Gallego
Columbia University, United States
20 Nov 2013
3.00pm - 5.30pm
Mini-course on Dynamic Pricing and Revenue Management (Part 1)
Guillermo Gallego
Columbia University, United States
18 Nov 2013
4.00pm - 5.00pm
Assortment and Pricing Optimization
Guillermo Gallego
Columbia University, United States
02 Sep 2013
4.00pm - 5.00pm
Quantitative Measure of Model Risk
Wu Lan
Peking University,China
04 Jul 2013
4.00pm - 5.30pm
Regulatory Boundaries for the Banking System
Darrell Duffie
Stanford University , United States
13 Jun 2013
6.30pm - 7.30pm
What Really Happened in 2008, and Why?
Philip Protter
Columbia University, United States
14 Mar 2013
4.00pm - 5.00pm
23 Jan 2013
2.00pm - 3.00pm
Price and Risk
H. Mete Soner
ETH Zürich, Switzerland
18 Jan 2013
4.00pm - 5.00pm
When to Cross the Spread: Curve Following with Singular Control
Ulrich Horst
Humboldt-Universität zu Berlin, Germany
12 Dec 2012
3.00pm - 4.00pm
Analysis and forecasting of electricity price risks with quantile factor models
Sjur Westgaard
Norwegian University of Science and Technology, Norway
09 Jul 2012
3.00pm - 4.00pm
Credit Portfolios, Credibility Theory, and Dynamic Empirical Bayes
Lai Tze Leung
Stanford University, United States
15 Jun 2012
3.00pm - 4.00pm
A Theory for The Optimal Government Debt Control
Abel Cadenillas
University of Alberta, Canada