Institute for Mathematical Sciences

Quantitative Finance

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


    Co-Chairs
  • Min Dai (National University of Singapore)
  • Steven Kou (Boston University)

  • Member
  • Chao Zhou (National University of Singapore)

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
  • Workshop 1: Stochastic Control in Finance, 22 - 26 July 2019
  • Workshop 2: Fintech and Machine Learning, 5 - 8 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.
- 11 Aug 2019, Hari Raya Haji, the following Monday, 12 Aug 2019 will be a Public Holiday.


Venue:



Group photo will be uploaded at a later date.