主题:From Quantitative Finance to FinTech从量化金融到金融科技
主讲人:香港理工大学应用数学系、会计与金融学院 戴民教授
主持人:数学学院院长 马敬堂教授
时间:4月13日15:30-16:30
地点:柳林校区弘远楼101
主办单位:数学学院 科研处
主讲人简介:
Min Dai is Chair Professor in Applied Statistics and Financial Mathematics at the Department of Applied Mathematics and School of Accounting and Finance, The Hong Kong Polytechnic University (PolyU). Prior to joining the PolyU in 2021, he taught at the National University of Singapore and Peking University. His research focuses on option pricing, optimal investment, corporate finance, and financial technology. He published in top journals of different disciplines, such as Journal of Economic Theory, Journal of Finance, Management Science, Mathematical Finance, and Review of Financial Studies. Currently, he is a co-editor of Digital Finance and serves on editorial boards of many academic journals, including Operations Research, Finance and Stochastics, Journal of Economic Dynamics and Control, and SIAM Journal on Financial Mathematics.
戴民,香港理工大学应用数学系、会计与金融学院讲座教授,曾在新加坡国立大学和北京大学任教。研究领域主要包括:期权定价、最优投资、公司金融和金融科技。他在多个学科的顶级期刊上发表了论文,如Journal of Economic Theory、Journal of Finance、Management Science、Mathematical Finance、Review of Financial Studies。目前,他担任Digital Finance期刊的共同主编, Operations Research、Finance and Stochastics、Journal of Economic Dynamics and Control、SIAM Journal on Financial Mathematics等期刊的编委。
内容提要:
In this talk, I will first introduce three important areas in quantitative finance: optimal investment, option pricing, and corporate finance. Subsequently, I will discuss several topics in financial technology (FinTech), which can be regarded as an updated version of quantitative finance in some sense.
在本次讲座中,将首先介绍量化金融领域的三个重要方面:最优投资、期权定价和公司金融。随后,将讨论金融科技(FinTech)中的几个主题,这在某种程度上可以被视为量化金融的更新版本。