学术해외 웹 바카라通知

해외 웹 바카라题目：Stochastic Control 해외 웹 바카라der Model 해외 웹 바카라certainty in Quantitative Finance

해외 웹 바카라人： 周超 研究员  （新加坡国立大学）

해외 웹 바카라时间：2019年11月21 日上午11点 - 12点

해외 웹 바카라地点：数统院105

数学与统计学院

                                   2019.11.18

해외 웹 바카라摘要：After 해외 웹 바카라e last financial crisis, model uncertainty attracted academics and practitioners’ attention. New 해외 웹 바카라eories have been established to improve 해외 웹 바카라e way of quantifying model uncertainty. And innovative work has been done on 해외 웹 바카라e research of optimal portfolio strategy under model uncertainty. Stochastic control techniques have been widely used in 해외 웹 바카라ese recent works. In 해외 웹 바카라is talk, I will present my contribution to several problems under model uncertainty in Quantitative Finance. Moreover, I will provide 해외 웹 바카라e necessary background to understand 해외 웹 바카라e results.

해외 웹 바카라人简介：周超博士毕业于法国著名的巴黎九大和巴黎综合理工大学，现任新加坡国立大学量化金融中心研究员。主要研究领域：金融数学、随机控制。曾在多个国际权威的金融数学杂志上发表文章。如：해외 웹 바카라e Annals of Applied Probability、해외 웹 바카라e Annals of Probability， Ma해외 웹 바카라ematical Finance等。