分享:
The 18th Frontier Forum for Digital Technology and Finance
Topic： | The Science of Money |
Speaker: | Min Dai, Professor The Hong Kong Polytechnic University |
Host： | Xianming Sun, Associate Professor School of Finance, Zhongnan University of Economics and Law Innovation and Talent Base for Digital Technology and Finance |
Time: | 14:30-15:30, Friday, October 27, 2023 |
Location: | South 106 Conference Room, Wenquan Building, ZUEL |
Abstract：
In this talk, I will first give an introduction to the three important areas in quantitative finance: optimal investment, option pricing, and corporate finance. Then I will talk about several topics in financial technology, which can be regarded as an updated version of quantitative finance in some sense. At last, I will briefly introduce the Ph.D. program in financial mathematics and the Master program in Quantitative Finance and FinTech at the Hong Kong Polytechnic University.
Speaker Introduction:
Min Dai is Chair Professor in Applied Statistics and Financial Mathematics, Department of Applied Mathematics and School of Accounting and Finance, The Hong Kong Polytechnic University (PolyU). Prior to joining the PolyU in 2021, he taught at National University of Singapore and Peking University. His research focuses on option pricing, optimal investment, corporate finance, and financial technology. He published in top journals of different disciplines, such as Journal of Economic Theory, Journal of Finance, Management Science, Mathematical Finance, and Review of Financial Studies. Currently he is a co-editor of Digital Finance and serves in editorial boards of many academic journals, including Finance and Stochastics, Journal of Economic Dynamics and Control, and SIAM Journal on Financial Mathematics. He will be a plenary speaker of the 12th World Congress of the Bachelier Finance Society.