Institute for Mathematical Sciences

Quantitative Finance

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


    Chair
  • Steven Kou (National University of Singapore)

  • Members
  • Min Dai (National University of Singapore)
  • Chao Zhou (National University of Singapore)

General Enquiries: ims(AT)nus.edu.sg
Scientific Aspects Enquiries: matsteve(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 asset pricing and risk/portfolio management
  • Econometrics for stock return and volatility
  • Pricing and risk management for fixed-income products

  • Workshop 1: Stochastic Control in Finance, 22-26 July 2019
  • Workshop 2: Fintech and Machine Learning, 5-9 August 2019
  • Workshop 3: Asset Pricing and Risk Management, 26-30 August 2019

Please note that our office will be closed on the following public holiday.
- 9 Aug 2019, Singapore National Day.


Venue:



Group photo will be uploaded at a later date.