| Statistical Topics in Quantitative Finance |
| 主講人： | Professor TZE LEUNG LAI Department of Statistics, Stanford University, Academician of Academia Sinica |
| 地 點： | 中央研究院生醫所地下一樓演講廳 |
| 演講場次 | 日 期 | 時 間 | 講 題 |
| Lecture 1 | 90年12月27日 (星期四) |
09:40~10:40 | Asset Returns, Interest Rates and Market Data |
| Lecture 2 | 11:00~12:00 | The Central Role of Volatility and Its Statistical Analysis | |
| Lecture 3 | 13:30~14:50 | Term Structure and Interest Rate Models | |
| Lecture 4 | 15:10~16:30 | Pricing Theory and Associated Basis Functions | |
| Lecture 5 | 90年12月28日 (星期五) |
09:00~10:20 | Neural Networks and Stochastic Neural Networks (To be given by Professor Samuel P. Wong, Department of Information and Systems Management, Hong Kong University of Science and Technology) |
| Lecture 6 | 10:40~12:00 | Financial Time Series: An Overview | |
| Lecture 7 | 13:30~14:50 | Cointegration and Long-Memory Models (To be given by Professor Hwai-Chung Ho, Institute of Statistical Science, Academia Sinica) | |
| Lecture 8 | 15:10~16:30 | Time-Varying Parameters, Segmentation and Hidden Markov Models | |
| Lecture 9 | 90年12月29日 (星期六) |
09:00~10:20 | Value at Risk |
| Lecture 10 | 10:40~12:00 | Principal Components and Some Applications |
| 90年12月27日 | 上午 9：00 - 9：30 報到登記 上午 9：30 - 9：40 開幕致詞 |
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| 電子郵件： | lecture-series@stat.sinica.edu.tw |
| 聯絡地址： | 台北市南港區115研究院路二段128號 中央研究院統計科學研究所行政室 |
| 電 話： | （02）2783-5611轉121 |