5/5/2012
Workshop in Quantitative Finance
City University of Hong Kong

13/1/2012
Seminar in Financial Mathematics
Heterogeneity in Beliefs and Volatility Tail Behavior
By Prof. Gurdip Bakshi, Smith School of Business, University of Maryland

22/11/2011
Seminar in Statistics and Financial Mathematics
Quantitative Research opportunities in JPMorgan
By Dr. Shen Ning, Managing Director, Head of Quantitative Research Asia Pacific, JPMorgan

4/11/2011
Seminar in Statistics and Financial Mathematics
The Impact of Volcker Rule on Bank Profits and Loan Spreads
By Prof. Jussi KEPPO, University of Michigan and Aalto University

28/10/2011
Seminar in Statistics and Financial Mathematics
BSDE with a ratio constraint and its application
By Dr. Mingyu Xu, Assistant Professor, Institute of Applied Mathematics, Chinese Academy of Science

21/10/2011
Seminar in Statistics and Financial Mathematics
Detecting Insider Trading in China
By By Dr. David Ong,Peking University HSBC Business School

5/9/2011
Seminar in Financial Mathematics
TVICA (Time Varying Independent Component Analysis) and Its Application to Financial Data
By Prof. Wolfgang K. Hardle, Humboldt University, Germany

15/8/2011
Seminar in Financial Mathematics
Optimal Trend Following Trading Rules
By Prof. Min DAI, Department of Mathematics, National University of Singapore

31/5/2011
Seminar in Financial Mathematics
Systemic Risk Contributions
By Dr. Hao ZHOU, Board of Governors of the Federal Reserve System of U.S.A.

2/4/2011
The Symposium on Risk Management and Business Intelligence 2011
Citi Lecture Theater (LT-A), HKUST, Clear Water Bay

29/3/2011
Seminar in Financial Mathematics
Mean-Variance Portfolio Selection of Cointegrated Assets
By Prof. Hoi Ying WONG, Department of Statistics, The Chinese University of Hong Kong

18/3/2011
Seminar in Financial Mathematics
Derivative Models Through the Eyes of Traders
By Dr. Ken Yan, Managing director, Structured Rates Derivatives Trading, Nomura international (HK)

28/2/2011
Joint FINA/MATH Seminar
The Distribution of Loan Portfolio Value
By Dr. Oldrich Alfons Vasicek, Moody's KMV

16-18/12/2010
International Conference on
Applied Statistics and Financial Mathematics, The Hong Kong Polytechnic University

15-17/12/2010
International Research Forum, The Hong Kong Polytechnic University