2nd Singapore Conference on Quantitative Finance
(5 March 2010)

Jointly organized with Saw Centre for Quantitative Finance and Department of Mathematics

 

Organizing Committee · Invited Speakers · Overview · Activities · Venue

 

Organizing Committee

 

Chair

• Min Dai (National University of Singapore)

 

Members

• Ying Chen (National University of Singapore)
• Tiong Wee Lim (National University of Singapore)
• Yiu Kuen Tse (Singapore Management University)

 

Invited Speakers

• Yong-Heng Deng (National University of Singapore)
• Jin-Chuan Duan (National University of Singapore)
• Hans Föllmer (Humboldt Universität zu Berlin)
• Eric Li (Global Head of CVA Modeling, Global Market Standard Chartered Bank)
• Jackie Li (Nanyang Technological University)
• Defeng Sun (National University of Singapore)
• Liangjun Su (Singapore Management University)
• Chengyong Tang (National University of Singapore)
• Jun Yu (Singapore Management University)

 

Overview

 

The idea of using mathematics to model financial products was conceived more than a hundred years ago. However, it was only in the past 30 years, with the rapid development of computer and communications technology together with globalization and banking liberalization, that mathematics and statistics have been extensively used in the finance industry. A new subject, Quantitative Finance, grew out from these applications and the growth was so phenomenal that the indiscriminate use of mathematics and statistics has been blamed partly for the 2008 financial crisis. Therefore, there is a need to further develop the mathematical theory to provide a better understanding of the scope and limitations of the financial models. The Second Singapore Conference on Quantitative Finance serves to promote Quantitative Finance and provide a platform for researchers and practitioners to interact and share their experiences and findings.

 

Activities

 

For registration and further information about the conference, click here.

Venue

 

• NUSS Kent Ridge Guild House

 

Organizing Committee · Invited Speakers · Overview · Activities · Venue