Date & Venue

Title

Speaker

Dec.28th, 2010 (Tuesday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

Malliavin Calculus for a sde with non-smooth drift

Prof. Artuto Kohatsu-Higa

Dec.22nd, 2010 (Wednesday)

3:30 p.m. - 4:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

Reflected BSDE with a constraint and its application

Prof. Mingyu Xu

Dec. 22nd, 2010 (Wednesday)

5:00 p.m. - 6:00 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

Functional Ito calculus and applications to path-dependent options

Prof. Rama Cont

Dec.20th, 2010 (Monday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

A Hidden Cost of Supply Chain Coordination

Prof. Erick (Zhaolin) Li

Dec. 17th, 2010(Friday)

11:00 a.m. - 12:00 a.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

Energy Portfolio Investment with Entry Decisions

Prof. Zhen Liu

Dec. 10th, 2010 (Friday)

10:30 a.m. - 11:30 a.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

Warranty Costs Sharing in a Supply Chain

Prof. Fangruo Chen

Dec 7th, 2010 (Tuesday)

10:30 am-11:30 am

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

Pre-order Information Release and Price Discount

Prof. Leon Yang Zhu (Chu)

Dec 3rd, 2010 (Friday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

Advance Selling when Consumers Regret

Prof. Javad Nasiry

Nov. 26th, 2010 (Friday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

Operations Research in Medicine and Health Care

Prof. Eva Lee

Nov 24th, 2010 (Wednesday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

Stochastic Volatility and Jumps: Exponentially Affine Yes or No? An Empirical Analysis of S&P500 Dynamics

Ms. Katja Ignatieva

Nov 19th, 2010 (Friday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

On the Effectiveness of a Government's Tax Reduction Policy for Consumers' Purchases of New Automobiles

Prof. Mingming Leng

Oct 21st, 2010 (Thursday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

External Risk Measures and Basel III Accord

Prof. Xianhua Peng

Oct. 15th, 2010 (Friday)

4:30 p.m. - 5:30 p.m.

Room 404  William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

Advance Selling - The Effects of Capacity and Customer Interdependent Valuations

Prof. Man Yu

Sep 30th, 2010 (Thursday)

11:30 a.m. - 12:30 a.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

Optimal Stopping under Prospect Preference

Dr. Zuoquan Xu

Sep 17th, 2010 (Friday)

4:30 p.m. - 5:30 p.m.

ERB LT William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

A Sustainable Global Supply Chain for 21st Century Greater China

Mr. Edwin Keh

Sep. 10th, 2010 (Friday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

Long-term Behaviors and Implied Volatilities for General Affine Diffusions

Prof. Kyoung-Kuk Kim

Sep 1st, 2010 (Wednesday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

Portfolio Selection with Law-invariant Coherent Risk Measures

Prof. Xuedong He

Aug 26th, 2010 (Thursday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

A Non-parametric Approach to Gamma Calculation

Prof. Wanmo Kang

Aug. 31st, 2010 (Tuesday)

3:30 p.m. -6:00 p.m.

Room 602 (E-services Laboratory) William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

Introduction to the AIMMS advanced optimization modeling system

Mr. Pim Beers

August 2nd, 2010 (Monday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

Reengineering the Supply Chain

Prof. Jatinder (Jeet) N. D. Gupta