The
2002 Taipei International Statistical Symposium
and Bernoulli Society EAPR Conference
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Contact Information
2002 Taipei Symposium
c/o Institute of
Statistical Science,
Academia Sinica,
Taipei 11529,
Taiwan, R.O.C.
2002symp@stat.
sinica.edu.tw
Workshop (Sunday July 7,
2002): Computational Finance
Organizer: Cheng-Der Fuh, stcheng@stat.sinica.edu.tw
(Institute
of Statistical Science, Academia Sinica, Taiwan, R.O.C.)
Invited Speakers:
Rama Cont, rcont@princeton.edu
(Department of Operations Research & Financial Engineering, Princeton University, U.S.A.)
http://www.cmap.polytechnique.fr/~rama/
(Centre
de Mathématiques Appliquées,
CNRS - Ecole Polytechnique, France)
René Garcia, rene.garcia@umontreal.ca
http://www.cirano.qc.ca
(Département de sciences économiques, Université de Montréal, Canada)
The workshop opens for the participants of the conference only. There is no extra charge and we execute the policy first comes first served due to the limit of vacancies. For those who are interested in attending the workshop, please click "join workshop" in the registration form of the conference.
Location: AC Conference RM1
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9:20－9:30 a.m. |
Opening Remarks |
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Lectures
1 and 2 |
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9:30－10:50 a.m. |
Lecture 1: Nonparametric Option Pricing |
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10:50－11:10 a.m. |
Tea Break |
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11:10 a.m.－12:30 p.m. |
Lecture 2: State Variables, Preferences and Option Pricing |
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12:30－2:00 p.m. |
Lunch Break |
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Lectures 3 and 4 |
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2:00－3:20 p.m. |
Lecture 3: Inverse Problems in Financial Modeling: Theoretical and Numerical Aspects of Model Calibration (I) |
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3:20－3:40 p.m. |
Tea Break |
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3:40－5:00 p.m. |
Lecture 4: Inverse Problems in Financial Modeling: Theoretical and Numerical Aspects of Model Calibration (II) |
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