數量經濟與金融系列講座第333期：2016年金融風險量化分析專場

Risk Analytics and Management in Finance and Insurance

Prof. Tze Leung Lai

Financial and Risk Modeling Institute

Stanford University

Dec 15, 2016. 9:30 am - 11:00 am, Room 201

Dec 19, 2016. 4:00 pm - 5:30 pm, Room 205

Default intensities in a network perspective

Prof. Wolfgang Karl Härdle

School of Business and Economics

Humboldt-Universität zu Berlin

Dec 20, 2016. 4:00 pm - 5:30 pm, Room 205

Validating Market Risk Factors and Forecasting Bond Risk Premia using Novel Factor Models

Prof. Jianqing Fan

Department of Operations Research and Financial Engineering

Princeton University

Dec 23, 2016. 4:00 pm - 5:30 pm, Room 205