第二届数量金融与风险管理论坛

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1、第二届数量金融与风险管理论坛The2ndQuantitativefinanceandRiskManagementForumAugust3-4,2013ShanghaiJiaoTongUniversitySponsoredby:ChinaAcademyofFinancialResearchDepartmentofMathematicsInstituteofNaturalSciecesNSFCNationalNaturalScienceFoundationofChinaShanghaiAdvancedInstituteofFinanceZhiyuanColle

2、geOrganizingCommittee(Alphabetical)WeinanEPrincetonUniversityFangyuFeiShanghaiJiaoTongUniversityDongHanShanghaiJiaoTongUniversityShiJinShanghaiJiaoTongUniversityShigePengShanghaiJiaoTongUniversity,ShandongUniversityJiangWangShanghaiJiaoTongUniversityLiheWangShanghaiJiaoTongUnivers

3、ityXiaofanWangShanghaiJiaoTongUniversityHongYanShanghaiJiaoTongUniversityYiminYangProtivitiincChunZhangShanghaiJiaoTongUniversitySpeakerlist(Alphabetical)1.Speaker:TingChen(WellsFargo)Title:Asset-BackedSecurities:creditcardandautoloanABS2.Speaker:GuangyanJia(ShandongUniversity)Tit

4、le:Arrow-Prattindexforg-ExpectedUtility3.Speaker:GuangshanJiang(UBSAG)Title:ModelingCorrelatedDefaults-AnOverview4.Speaker:LuLin(ShandongUniversity)Title:Sublinearexpectationlinearregression5.Speaker:ShigePeng(ShanghaiJiaoTongUniversity,ShandongUniversity)Title:非线性期望与金融风险6.Speaker

5、:YufengShi(ShandongUniversity)Title:量化投资领域的新进展——程序化交易策略生成系统7.Speaker:LanWu(PekingUniversity)Title:G-期望等非线性度量与金融风险管理8.Speaker:DewenXiong(ShanghaiJiaoTongUniversity)Title:Themartingalerepresentationinaprogressiveenlargementofafiltrationandtheirapplicationsinfinance9.Speaker:HaoXu(We

6、llsFargo)Title:APrimer:HedgeFundandItsReplication10.Speaker:YanXu(01fund)Title:高风险高收益vs长期稳定收益11.Speaker:HongYan(ShanghaiJiaoTongUniversity)Title:CreditDefaultSwapsandBankRisk-taking12.Speaker:JianYang(UnionbankofCalifornia)Title:USBankingStressTestingPractices13.Speaker:YimingYang

7、(Protivitiinc)Title:ModelRisks14.Speaker:XianzhiYuan(TongjiUniversity)Title:银行在实施BaselIII中关于风险度量的问题和利用非线性期望Ｇ风险的案例分析15.Speaker:XingyeYue(SoochowUniversity)Title:NumericalStudyonG-Expectation16.Speaker:ZhiyiZhang(UniversityofNorthCarolinaatCharlotte)Title:TailStatisticsinFinancePart

8、icipants(Alphabetical)NameAffilia