报告题目:从量化金融到金融科技
报告人:戴民教授(香港理工大学)
时间:2025年4月9日下午19:00-20:30
地点:西安交通大学兴庆校区主楼C-106
报告人简介:
戴民教授是香港理工大学应用统计与金融数学讲座教授(Chair Professor in Applied Statistics and Financial Mathematics)。在2021年加入香港理工大学之前,他曾在新加坡国立大学和北京大学任教。主要研究方向为期权定价、最优投资、公司金融和金融科技。他在Journal of Econometrics, Journal of Economic Theory, Journal of Finance, Management Science, Mathematical Finance, Review of Financial Studies, and SIAM Journals等多个学科的顶级期刊上发表论文。目前,他是Digital Finance的联合编辑,并担任许多学术期刊的编辑委员会成员,包括Operations Research, Finance and Stochastics, Journal of Economic Dynamics and Control和SIAM Journal on Financial Mathematics等。
摘要:
In this talk, I will first introduce three important areas in quantitative finance: optimal investment, option pricing, andcorporatefinance. Subsequently, I will discuss several topics in financial technology (FinTech), which can be regarded as an updated version of quantitative finance in some sense. To conclude, I will provide an overview of the graduate programs in this field offered at the Hong Kong Polytechnic University, including the Ph.D. program and dual master's program with NYU.
经济与金融学院
2025年4月2日