Quantitative Finance

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
  • Sang Hu, The Chinese University of Hong Kong, Shenzhen, China
  • 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

• • Yacine Ait-Sahalia, Princeton University, USA
  • Cathy W. S. Chen, Feng Chia University, Taiwan
  • 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
  • Kian Guan Lim, Singapore Management University, Singapore
  • 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
  • Marko Hans Weber, National University of Singapore, Singapore
  • Dacheng Xiu, The University of Chicago Booth School of Business, USA
  • Jingrui Xu, Xiamen University, China
  • 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:

• • IMS Auditorium
  • NUS Risk Management Institute (RMI), I^³ Building, Level 1 Seminar Room, 21 Heng Mui Keng Terrace, Singapore 119613, NUS (21 Mar 2019 & 5–8 Aug 2019)
  • Block S17, #04-06, Seminar Room 1, Department of Mathematics, NUS, 10 Lower Kent Ridge Road Singapore 119076 (27–28 Jul 2019)