Risk Analytics and Management in Finance and Insurance
Prof. Tze Leung Lai
Financial and Risk Modeling Institut
e
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. 4:40 pm - 5:30 pm, Room 205
