Institute for Mathematical Sciences

Quantitative Finance

Jointly organized with Risk Management Institute, NUS

(18 - 22 Mar 2019 & 22 Jul - 31 Aug 2019)



General Enquiries: ims(AT)nus.edu.sg
Scientific Aspects Enquiries: matdm(AT)nus.edu.sg

Quantitative finance is an interdisciplinary research area related to finance, mathematics, and statistics, and is relevant to both the private and public financial sectors. Two areas of finance require advanced quantitative techniques: a) asset pricing, and b) risk and portfolio management. To make further progress in these two areas, our program will focus on the following three themes:
  • Stochastic Control in Finance
  • Fintech and Machine Learning
  • Asset Pricing and Risk Management

Up to ten students will be offered financial support. The deadline for application is closed.


  • 4th Berlin-Princeton-Singapore Workshop on Quantitative Finance, 18 - 20 March 2019
    Speakers
    • Jiro Akahori, Ritsumeikan University, Japan
    • Levon Avanesyan, Princeton University, USA
    • Peter Bank, Technische Universität Berlin, Germany
    • David Beßlich, Technische Universität Berlin, Germany
    • Ying Chen, National University of Singapore, Singapore
    • Peter Frentrup, Humboldt-Universität zu Berlin, Germany
    • Guanxing Fu, Humboldt-Universität zu Berlin, Germany
    • Ulrich Horst, Humboldt-Universität zu Berlin, Germany (co-organizer)
    • Yanwei Jia, National University of Singapore, Singapore
    • Wei Jiang, National University of Singapore, Singapore
    • Bogdan Klishchuk, Humboldt-Universität zu Berlin, Germany
    • Yue-Kuen Kwok, Hong Kong University of Science and Technology, Hong Kong
    • Max Reppen, Princeton University, USA
    • Shuaijie Qian, National University of Singapore, Singapore
    • Mykhaylo Shkolnikov, Princeton University, USA
    • Ronnie Sircar, Princeton University, USA (co-organizer)
    • Ludovic Tangpi, Princeton University, USA
    • Xiaonyu Xia, Humboldt-Universität zu Berlin, Germany
    • Xiaofei Xu, National University of Singapore, Singapore
    • Hong Yan, Shanghai Advanced Institute of Finance, China
    • Chao Zhou, National University of Singapore, Singapore
  • HUB-NUS Fintech Workshop, 21 March 2019
  • Workshop 1: Stochastic Control in Finance, 22 - 26 July 2019
    Speakers
    • Bruno Bouchard-Denize, Université Paris-Dauphine, France
    • Nan Chen, The Chinese University of Hong Kong, Hong Kong
    • Min Dai, National University of Singapore
    • Jerome Detemple, Boston University, USA
    • José E. Figueroa-López, Washington University in St. Louis, USA
    • Paolo Guasoni, Dublin City University, Ireland
    • Xuedong He, The Chinese University of Hong Kong, Hong Kong
    • Andrew Lyasoff, Boston University, USA
    • Bin Li, University of Waterloo, Canada
    • Juan Li, Shandong University, China
    • Xun Li, The Hong Kong Polytechnic University, Hong Kong
    • Thibaut Mastrolia, École Polytechnique, France
    • Cong Qin, Soochow University, China
    • Marcel Rindisbacher, Boston University, USA
    • Xiaolu Tan, University of Paris-Dauphine, France
    • Haoran Wang, Columbia University, USA
    • Zhen Wu, Shandong University, China
    • Jing Xu, Renmin University of China, China
    • Zuoquan Xu, The Hong Kong Polytechnic University, Hong Kong
    • Gang George Yin, Wayne State University
    • Jiongmin Yong, University of Central Florida, USA
    • Jianfeng Zhang, University of Southern California, USA
    • Qing Zhang, University of Georgia, USA
    • Harry Zheng, Imperial College London, UK
  • Tutorial on Quantitative Finance, 27 July - 31 August 2019
    Speakers
    • Nan Chen, The Chinese University of Hong Kong, Hong Kong
    • Haoran Wang, Columbia University, USA
  • Workshop 2: Fintech and Machine Learning, 5 - 8 August 2019
    Speakers
    • Aurélien Baillon, Erasmus University Rotterdam, The Netherlands
    • Suleyman Basak, London Business School and CEPR, UK
    • Ning Cai, The Hong Kong University of Science and Technology, Hong Kong
    • Agostino Capponi, Columbia University, USA
    • Nan Chen, The Chinese University of Hong Kong, Hong Kong
    • Yuanyuan Chen, Nanjing University, China
    • Xin Guo, University of California, Berkeley, USA
    • Wolfgang Karl Härdle, Humboldt-Universität zu Berlin, Germany
    • Xuedong He, The Chinese University of Hong Kong, Hong Kong
    • Yanwei Jia, National University of Singapore, Singapore
    • Wei Jiang, National University of Singapore, Singapore
    • Jussi Keppo, National University of Singapore, Singapore
    • Duan Li, City University of Hong Kong, Hong Kong
    • Qian Lin, Tsinghua University, China
    • Xianhua Peng, Peking University HSBC Business School, China
    • Huyen Pham, Université Paris Diderot, France
    • Alberto GP Rossi, University of Maryland, USA
    • Haoran Wang, Columbia University, USA
    • Qi Wu, City University of Hong Kong, Hong Kong
    • Chen Yang, The Chinese University of Hong Kong, Hong Kong
    • Ge Zhang, National University of Singapore, Singapore
  • Workshop 3: Asset Pricing and Risk Management, 26 - 30 August 2019
    Speakers
    • Cathy W. S. Chen, Feng Chia University, Taiwan
    • Zengjing Chen, Shandong University, China
    • Hui-Ching Chuang, Yuan Ze University, Taiwan
    • Jin-Chuan Duan, National University of Singapore, Singapore
    • Paul Embrechts, ETH Zürich, Switzerland
    • Hans Fӧllmer, Humboldt-Universität zu Berlin, Germany
    • Emmanuel Gobet, École Polytechnique, France
    • Christian M. Hafner, Université Catholique de Louvain, Belgium
    • Wolfgang Karl Härdle, Humboldt-Universität zu Berlin, Germany
    • Nikolaus Hautsch, University of Vienna, Austria
    • Hanqing Jin, University of Oxford, UK and National University of Singapore, Singapore
    • Alejandro Jofré, Universidad de Chile, Chile
    • Kian Guan Lim, Singapore Management University, Singapore
    • Linlin Niu, Xiamen University, China
    • Xiaosong Qian, Soochow University, China
    • Mathieu Rosenbaum, École Polytechnique, France
    • Martin Schweizer, ETH Zürich, Switzerland
    • Hideatsu Tsukahara, Seijo University, Japan
    • Jun Tu, Singapore Management University, Singapore
    • Weining Wang, City, University of London, UK
    • Dacheng Xiu, The University of Chicago Booth School of Business, USA
    • Jui-Chung (Ray) Yang, National Tsing Hua University, Taiwan
    • Nian Yang, Nanjing University, China
    • Qiji Jim Zhu, Western Michigan University, USA

    Please note that our office will be closed on the following public holiday.
    - 9 Aug 2019, Singapore National Day.
    - 11 Aug 2019, Hari Raya Haji, the following Monday, 12 Aug 2019 will be a Public Holiday.


    Venue:

Registration and Financial Support