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Postgraduate >> PG Programs >> Master of Science in Financial Mathematics PG Intranet 


msc

Our Mission


To offer fine education in quantitative finance and to train and bring up professionals for today's financial industry.

     

Events and News

4/8/2015
Seminar in Financial Mathematics
Stochastic Time-Change of Default Intensity Models: Pricing and Estimation
By Dr Michael Gord
Senior Economist, Board of Governors of the Federal Reserve System of the United States

8/5/2015
Seminar in Financial Mathematics
Yesterday's Tomorrows: Past Visions of Future Financial Markets
By Prof. Robert I. Webb
Research Professor of McIntire School of Commerce, University of Virginia

27/3/2015
Seminar in Financial Mathematics
Bonus Caps, Deferrals and Bankers' Risk-Taking
By Prof. Jussi Keppo
National University of Singapore

3/10/2014

Seminar in Financial Mathematics
The Science of Money
By Prof. Steven KOU 
National University of Singapore

19/9/2014
Seminar in Financial Mathematics
LexiFi, a software solution for non-standard financial products based on a dedicated contract description language
By Mr. Frederic des Closieres
Head of Marketing and Sales at LexiFi

1/8/2014
IAS Quantitative Finance Seminar
Evaluation of Performance Measures for Probability of Default and Related Credit Risk Assessment Models
By
Dr William Morokoff
Managing Director of Quantitative Analytics and Research Group, Standard & Poor's Ratings Services


12/12/2013
Seminar in Financial Mathematics
Asymptotics for Merton Problem with Small Capital Gain Tax and Interest Rate
By Prof. Min DAI,
Department of Mathematics and Centre for Quantitative Finance, National University of Singapore

5/12/2013
Seminar in Financial Mathematics
Smooth Solution to HJB and Applications in Wealth Maximization and Turnpike Property
Professor Harry Zheng,
Department of Mathematics, Imperial College

29/11/2013
Seminar in Financial Mathematics
Choice of Models and their Calibrations
Dr. Ken Yan,
Formerly Managing Director of Trading, Nomura and BBVA

23/11/2013
Two seminars on recent development and innovations in the financial markets
1. New technologies that enable new financial innovations, especially in trading innovations
By Dr. James LEI, Program Director, ASTRI, Hong Kong
2. Latest development trends in private equity and hedge fund industries in the region as well as across the world
By Mr. Michael KUAN, Partner, Kuan Capital (Shanghai)

15/10/2013, 19/10/2013
25/10/2013
9-hour Short Course in Financial Mathematics
An Introduction to the Volatility Smile
By Prof. Emanuel Derman, Columbia University

22/6/2013
Seminar in Financial Mathematics
Algorithmic and High-frequency Trading:Global Trends, Recent Research and Technological Advancements
By Dr. Hongsong Chou, Managing Director and CEO of Charles River Advisors Limited

7/6/2013
Seminar in Financial Mathematics
Risk Evaluation of Mortgage-Loan Portfolios under Low Interest-Rate Environment
By Prof. Masaaki KIJIMA, Tokyo Metropolitan University

7/6/2013
Seminar in Financial Mathematics
Investment timing and quantity strategies under debt issuance constraints
By Prof. Takashi SHIBATA, Tokyo Metropolitan University

23-24/5/2013
Joint Seminar
Second Hong Kong-Shanghai Workshop for Quantitative Finance
By the Hong Kong University of Science and Technology, Chinese University of Hong Kong and Shanghai Jiao Tong University.

11/5/2013
Seminar in Financial Mathematics
My Experience with Derivatives
By Dr. Hua HE

4/5/2013
Seminar in Financial Mathematics
Some Practical Aspects of Option Derivatives
By Mr. Yves GUO, Head of Equity Financial Engineering for Morgan Stanley Asia

28/3/2013
Seminar in Financial Mathematics
Optimal Trading under Mean Reversion
By Prof. Tim Siu-Tang LEUNG, Columbia University

13/3/2013
Seminar in Financial Mathematics
The Value of Communication and Soft Skills
By Prof. Jerome YEN, Department of Finance, HKUST

12/11/2012
Recruiting Seminar on Financial Mathematics
Quantitative Research Opportunities in JPMorgan
By Dr. Ning SHEN, Managing Director, Head of Quantitative Research Asia Pacific, JPMorgan

10/11/2012
Seminar on Financial Mathematics
Affine Jump Term Structure Models: Expectation Puzzles and Conditional Volatility
By Prof. Haitao LI, University of Michigan

31/10/2012
Seminar on Financial Mathematics
First passage time under regime-switching jump-diffusion process with financial applications
By Dr. Chi Chung SIU, Tokyo Metropolitan University of Technology, Sydney

10/10/2012
Seminar on Financial Mathematics
Benchmarked Risk Minimization
By Prof. Eckhard PLATEN, University of Technology Sydney

5/10/2012
Seminar on Financial Mathematics
Cashflow-at-Risk Problems in Practice
By Dr. Winston XIE

13/1/2012
Seminar on 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.

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