時間與地點
日期:2024年8月21日
時間:下午2:00-4:00
地點:國立臺灣大學天文數學館202演講廳
演講資訊
Speaker: Prof. Tai-Ho Wang(Department of Mathematics, Baruch College, The City University of New York)
Title: Math in Action: The Dynamic World of Quantitative Finance
AbstractThe talk serves as a briefly introduction to three topics in quantitative finance: asset and derivative pricing, the problem of order execution, and market making. The talk is intended in entry level, no prior knowledge or exposures are expected. The presentation is to showcase how mathematics, especially the theory of probability and stochastic process, helps model and formulate, and eventually solve, problems in finance. Empirical market data supporting the findings will also be presented.
聯絡資訊
王小姐
TEL:02-33669902
E-mail:cwwang5@ntu.edu.tw