The Charm of Finance and the Power of Mathematics
Speaker profile
Chen Zengjing, professor of Shandong University, doctoral tutor, special professor of the Yangtze River Scholars of the Ministry of Education, winner of the National Outstanding Young Scientists Fund, a member of the National "Millions of Talents Project" and won the Sun Yefang Economic Science Award and the National Natural Science Second Prize.
He is currently the dean of the Zhongtai Securities Institute for Finance Studies in Shandong University, the dean of the School of Mathematics in Shandong University, a member of the Statistics Subcommittee of the Teaching Steering Committee of the Ministry of Education, a member of the National Probability Statistics Association, an executive director of the National Association of Applied Statistics, and a part-time department of statistics and actuarial science professor in the University of Western Ontario.
His research interests include financial mathematics, econometrics, probability statistics, backward stochastic differential equations.
As an emerging interdisciplinary discipline, financial mathematics is an important part of "financial high-tech". Its core content is to study the optimal selection of investment portfolios and asset pricing under uncertain circumstances. In China, where financial markets are emerging and has great potential, its importance is becoming increasingly prominent. This course explores how to use the advantages of the financial mathematics team of Shandong University in terms of nonlinear expectations from theoretical and practical perspectives, conducts an in-depth analysis of financial market risk measurement and securities pricing, and establishes a mathematical model in line with national conditions to provide financial institutions in-depth technical analysis consulting
(Editor in Charge: Lei Hao)
