Date | Nov 14, 2016 |
---|---|

Speaker | 박형빈 |

Dept. | Worcester Polytechnic Institute |

Room | 27-220 |

Time | 16:00-17:00 |

This talk is a general discussion for topics in the field of financial mathematics. Financial issues originated from both academia and industry are presented. We cover not only traditionally researched problems but also newly developing subjects that researchers are actively investigating. This talk overviews the following topics:

derivative pricing, asset pricing, optimal strategies, statistical arbitrage, asset price bubbles, optimal executions, robustness, financial crisis and systematic risk.

TEL 02-880-5857,6530,6531 / FAX 02-887-4694