主題:From Quantitative Finance to FinTech從量化金融到金融科技
主講人:香港理工大學(xué)應(yīng)用數(shù)學(xué)系、會(huì)計(jì)與金融學(xué)院 戴民教授
主持人:數(shù)學(xué)學(xué)院院長(zhǎng) 馬敬堂教授
時(shí)間:4月13日15:30-16:30
地點(diǎn):柳林校區(qū)弘遠(yuǎn)樓101
主辦單位:數(shù)學(xué)學(xué)院 科研處
主講人簡(jiǎn)介:
Min Dai is Chair Professor in Applied Statistics and Financial Mathematics at the Department of Applied Mathematics and School of Accounting and Finance, The Hong Kong Polytechnic University (PolyU). Prior to joining the PolyU in 2021, he taught at the National University of Singapore and Peking University. His research focuses on option pricing, optimal investment, corporate finance, and financial technology. He published in top journals of different disciplines, such as Journal of Economic Theory, Journal of Finance, Management Science, Mathematical Finance, and Review of Financial Studies. Currently, he is a co-editor of Digital Finance and serves on editorial boards of many academic journals, including Operations Research, Finance and Stochastics, Journal of Economic Dynamics and Control, and SIAM Journal on Financial Mathematics.
戴民,香港理工大學(xué)應(yīng)用數(shù)學(xué)系、會(huì)計(jì)與金融學(xué)院講座教授,曾在新加坡國(guó)立大學(xué)和北京大學(xué)任教。研究領(lǐng)域主要包括:期權(quán)定價(jià)、最優(yōu)投資、公司金融和金融科技。他在多個(gè)學(xué)科的頂級(jí)期刊上發(fā)表了論文,如Journal of Economic Theory、Journal of Finance、Management Science、Mathematical Finance、Review of Financial Studies。目前,他擔(dān)任Digital Finance期刊的共同主編, Operations Research、Finance and Stochastics、Journal of Economic Dynamics and Control、SIAM Journal on Financial Mathematics等期刊的編委。
內(nèi)容提要:
In this talk, I will first introduce three important areas in quantitative finance: optimal investment, option pricing, and corporate finance. Subsequently, I will discuss several topics in financial technology (FinTech), which can be regarded as an updated version of quantitative finance in some sense.
在本次講座中,將首先介紹量化金融領(lǐng)域的三個(gè)重要方面:最優(yōu)投資、期權(quán)定價(jià)和公司金融。隨后,將討論金融科技(FinTech)中的幾個(gè)主題,這在某種程度上可以被視為量化金融的更新版本。