Co-Chairs

Ying Chen (National University of Singapore)

Min Dai (National University of Singapore)

Steven Kou (Boston University)

Members

Yeneng Sun (National University of Singapore)

Chao Zhou (National University of Singapore)

General Enquiries: ims(AT)nus.edu.sg
Scientific Aspects Enquiries: matdm(AT)nus.edu.sg

Quantitative finance is an interdisciplinary research area related to finance, mathematics, and statistics, and is relevant to both the private and public financial sectors. Two areas of finance require advanced quantitative techniques: a) asset pricing, and b) risk and portfolio management. To make further progress in these two areas, our program will focus on the following three themes:

Stochastic Control in Finance

Fintech and Machine Learning

Asset Pricing and Risk Management

Up to ten students will be offered financial support. The deadline for application is closed.

4th Berlin-Princeton-Singapore Workshop on Quantitative Finance, 18 - 20 March 2019

Speakers

Jiro Akahori, Ritsumeikan University, Japan Jiro Akahori, Ritsumeikan University, Japan
Levon Avanesyan, Princeton University, USA
Peter Bank, Technische Universität Berlin, Germany
David Beßlich, Technische Universität Berlin, Germany
Ying Chen, National University of Singapore, Singapore
Peter Frentrup, Humboldt-Universität zu Berlin, Germany
Guanxing Fu, Humboldt-Universität zu Berlin, Germany
Ulrich Horst, Humboldt-Universität zu Berlin, Germany (co-organizer)
Yanwei Jia, National University of Singapore, Singapore
Wei Jiang, National University of Singapore, Singapore
Bogdan Klishchuk, Humboldt-Universität zu Berlin, Germany
Yue-Kuen Kwok, Hong Kong University of Science and Technology, Hong Kong
Max Reppen, Princeton University, USA
Shuaijie Qian, National University of Singapore, Singapore
Mykhaylo Shkolnikov, Princeton University, USA
Ronnie Sircar, Princeton University, USA (co-organizer)
Ludovic Tangpi, Princeton University, USA
Xiaonyu Xia, Humboldt-Universität zu Berlin, Germany
Xiaofei Xu, National University of Singapore, Singapore
Hong Yan, Shanghai Advanced Institute of Finance, China
Chao Zhou, National University of Singapore, Singapore

HUB-NUS Fintech Workshop, 21 March 2019

Workshop 1: Stochastic Control in Finance, 22 - 26 July 2019

Speakers

Bruno Bouchard-Denize, Université Paris-Dauphine, France
Nan Chen, The Chinese University of Hong Kong, Hong Kong
Min Dai, National University of Singapore
Jerome Detemple, Boston University, USA
José E. Figueroa-López, Washington University in St. Louis, USA
Paolo Guasoni, Dublin City University, Ireland
Xuedong He, The Chinese University of Hong Kong, Hong Kong
Andrew Lyasoff, Boston University, USA
Bin Li, University of Waterloo, Canada
Juan Li, Shandong University, China
Xun Li, The Hong Kong Polytechnic University, Hong Kong
Thibaut Mastrolia, École Polytechnique, France
Cong Qin, Soochow University, China
Marcel Rindisbacher, Boston University, USA
Xiaolu Tan, University of Paris-Dauphine, France
Haoran Wang, Columbia University, USA
Zhen Wu, Shandong University, China
Jing Xu, Renmin University of China, China
Zuoquan Xu, The Hong Kong Polytechnic University, Hong Kong
Gang George Yin, Wayne State University
Jiongmin Yong, University of Central Florida, USA
Jianfeng Zhang, University of Southern California, USA
Qing Zhang, University of Georgia, USA
Harry Zheng, Imperial College London, UK

Tutorial on Quantitative Finance, 27 July - 31 August 2019

Speakers

Nan Chen, The Chinese University of Hong Kong, Hong Kong
Haoran Wang, Columbia University, USA

Workshop 2: Fintech and Machine Learning, 5 - 8 August 2019

Speakers

Aurélien Baillon, Erasmus University Rotterdam, The Netherlands Suleyman Basak, London Business School and CEPR, UK Ning Cai, The Hong Kong University of Science and Technology, Hong Kong
Agostino Capponi, Columbia University, USA
Nan Chen, The Chinese University of Hong Kong, Hong Kong
Yuanyuan Chen, Nanjing University, China
Xin Guo, University of California, Berkeley, USA
Wolfgang Karl Härdle, Humboldt-Universität zu Berlin, Germany
Sang Hu, The Chinese University of Hong Kong, Shenzhen, China
Yanwei Jia, National University of Singapore, Singapore
Wei Jiang, National University of Singapore, Singapore
Jussi Keppo, National University of Singapore, Singapore
Duan Li, City University of Hong Kong, Hong Kong
Qian Lin, Tsinghua University, China
Xianhua Peng, Peking University HSBC Business School, China
Huyen Pham, Université Paris Diderot, France
Alberto GP Rossi, University of Maryland, USA
Haoran Wang, Columbia University, USA
Qi Wu, City University of Hong Kong, Hong Kong
Chen Yang, The Chinese University of Hong Kong, Hong Kong
Ge Zhang, National University of Singapore, Singapore

Workshop 3: Asset Pricing and Risk Management, 26 - 30 August 2019

Speakers

Yacine Ait-Sahalia, Princeton University, USA
Cathy W. S. Chen, Feng Chia University, Taiwan
Hui-Ching Chuang, Yuan Ze University, Taiwan
Jin-Chuan Duan, National University of Singapore, Singapore
Paul Embrechts, ETH Zürich, Switzerland
Hans Fӧllmer, Humboldt-Universität zu Berlin, Germany
Emmanuel Gobet, École Polytechnique, France
Christian M. Hafner, Université Catholique de Louvain, Belgium
Wolfgang Karl Härdle, Humboldt-Universität zu Berlin, Germany
Nikolaus Hautsch, University of Vienna, Austria
Hanqing Jin, University of Oxford, UK and National University of Singapore, Singapore
Kian Guan Lim, Singapore Management University, Singapore
Xiaosong Qian, Soochow University, China
Mathieu Rosenbaum, École Polytechnique, France
Martin Schweizer, ETH Zürich, Switzerland
Hideatsu Tsukahara, Seijo University, Japan
Jun Tu, Singapore Management University, Singapore
Weining Wang, City, University of London, UK
Marko Hans Weber, National University of Singapore, Singapore
Dacheng Xiu, The University of Chicago Booth School of Business, USA
Jingrui Xu, Xiamen University, China
Jui-Chung (Ray) Yang, National Tsing Hua University, Taiwan
Nian Yang, Nanjing University, China
Qiji Jim Zhu, Western Michigan University, USA

Please note that our office will be closed on the following public holiday.
- 9 Aug 2019, Singapore National Day.
- 11 Aug 2019, Hari Raya Haji, the following Monday, 12 Aug 2019 will be a Public Holiday.

 

Venue

IMS Auditorium
NUS Risk Management Institute (RMI), I^³ Building, Level 1 Seminar Room, 21 Heng Mui Keng Terrace, Singapore 119613, NUS (21 Mar 2019 & 5 - 8 Aug 2019)
Block S17, #04-06, Seminar Room 1, Department of Mathematics, NUS, 10 Lower Kent Ridge Road Singapore 119076 (27 - 28 Jul 2019)