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

  • 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
    • 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
    • David Hobson, University of Warwick, UK
    • Ulrich Horst, Humboldt-Universität zu Berlin, Germany
    • Bin Li, University of Waterloo, Canada
    • Juan Li, Shandong University, China
    • Xun Li, The Hong Kong Polytechnic University, Hong Kong
    • Jan Obloj, University of Oxford, UK
    • Cong Qin, Soochow University, China
    • Xiaolu Tan, University of Paris-Dauphine, France
    • Zhen Wu, Shandong University, 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
    • Xunyu Zhou, 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
    • 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
    • Duan Li, City University of Hong Kong, Hong Kong
    • Xianhua Peng, Peking University HSBC Business School, China
    • Huyen Pham, Université Paris Diderot, France
    • Alberto GP Rossi, University of Maryland, USA
    • Chen Yang, The Chinese University of Hong Kong, Hong Kong
    • David Yermack, New York University, STERN, USA
    • Xunyu Zhou, Columbia University, USA
  • Workshop 3: Asset Pricing and Risk Management, 26 - 30 August 2019
    Speakers
    • Yacine Ait-Sahalia, Princeton University, USA
    • Lijun Bo, University of Science and Technology of China, China
    • Zongwu Cai, The University of Kansas, USA
    • 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
    • Jianqing Fan, Princeton University, USA
    • 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
    • Tony He, University of Technology Sydney, Australia
    • Alejandro Jofré, Universidad de Chile, Chile
    • Chung-Ming Kuan, National Taiwan University, Taiwan
    • Kian Guan Lim, Singapore Management University, Singapore
    • Mathieu Rosenbaum, École Polytechnique, France
    • Jun Tu, Singapore Management University, Singapore
    • Yazhen Wang, University of Wisconsin-Madison, USA
    • Jui-Chung (Ray) Yang, National Tsing Hua University, Taiwan
    • 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: