Recent Activities of Hong Kong Consortium of Quantitative Finance :
- The 2nd CUHK Symposium on Statistics: Financial Risk Management on 22-23 December 2014
- Lecture Series: Optimal Portfolio Selection under Forward Performance Criteria 22 Aug, 2014
- Workshop on Financial Engineering and Financial Innovation in Big Data Era
- Lecture Series: From Doob’s inequality to robust hedging 02 Nov,2013
- A Short Course “An introduction to the Volatility Smile” 15,19,25 October, 2013
- A Short Course “Backward Stochastic Differential Equations and Applications in Finance” 08-09 August, 2013
- Workshop : The Second Hong Kong – Shanghai Workshop for Quantitative Finance and Risk Management 23-24 May, 2013
- Lecture Series : Models Behaving Badly 23 Mar, 2013
- A Short Course “Skorokhod Embedding and Applications in Mathematical Finance” 28Feb , 1Mar, 4Mar 2013
- Workshop : Workshop on Stochastic Control and Financial Applications, PolyU, 20-21 Dec 2012
- Lecture Series : Speculation and Bubbles 17 Dec, 2012
- Lecture Series : Affine Jump Term Structure Models: Expectation Puzzles and Conditional Volatility 10 Nov, 2012
- Workshop : Quantitative Finance Day 5 May 2012
- Lecture Series : Bubbles, Risk, and Knightian Uncertainty 25Feb 2012
- Lecture Series : Up the Devil’s Staircase, Down the Financial Abyss 19Nov2011
- Lecture Series : Basel III – Whys and Wherefores and Where to now? 19Nov2011
- Lecture Series : A public Good Approach to Credit Rating Reform 24Sep2011
- Lecture Series : What are the opportunities and challenges for Chinese financial institutions? 11Jun2011
- Lecture Series : Real Options, Competition, & Incomplete Markets 16April2011
- Workshop : Quantitative Finance Day 26Mar2011
- Inaugural Lecture : The economics of interest rates 26Feb2011
Last Updated on June 4, 2021