Date & Venue

Title

Speaker

Dec. 8th, 2011 (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  

Optimal Trend Following Trading Rules

Prof. Min Dai

Dec. 13th, 2011 (Tuesday)

11:15 a.m. - 12:15 p.m.

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

Stochastic Modeling and Option Pricing in Commodity Markets

Mr. Lingfei LI

Nov. 11, 2011 (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  

Sampling-based Methods for Identifying the Initial Transient

Prof. Peter W. Glynn

Nov. 10th, 2011 (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  

Warranty Costs Sharing in a Supply Chain

Prof. Fangruo Chen

Oct. 27th, 2011 (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  

Numerical Algorithms for Backward Stochastic Differential Equations: Convergence and Simulations

Prof. Mingyu Xu

Oct. 19th, 2011 (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  

How Can We Anticipate Dynamics under Various Time and Uncertainty Assumptions? OR in Finance, Education, Biology, Medicine and Economics.

Prof. Gerhard-Wilhelm Weber

Oct. 21st, 2011 (Friday)

5:30 p.m. - 6:30 p.m.

LT6, LSB , The Chinese University of Hong Kong  

Behavioural financial modelling: optimal pricing of retail financial products

Dr. Robert Phelps

Oct. 26th, 2011 (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  

Advance Selling in a Supply Chain under Uncertain Supply and Demand

Prof. Christopher S. Tang

Sep 21th, 2011 (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  

Functional Differential Equation Approach to BSDEs and Related Optimal Portfolio Problems

Dr. Gechun Liang