讲座题目:MonteCarlo and Quasi-Monte Carlo Methods with Applications in Finance
主讲人:Prof. Yongzeng Lai , Wilfrid Laurier University, Canada
讲座时间:12月16日(周三)上午9:45-11:45
地 点:中国金融研究院300会议室
主办单位:中国金融研究院
欢迎广大师生参与!
主讲人简介
Yongzeng Lai is a professor ofFinance Engineering at Wilfrid Laurier University. His research interestsinclude derivative pricing & risk management, computational finance,portfolio optimization, stochastic analysis with applications in finance &insurance. He has published more than 60 papers in many SCI and SSCI journals,including Journal of Computational Finance, Journal of Economics and Finance,Computers & Operations Research, Insurance, Mathematics and Economics, etc.