讲座题目：MonteCarlo and Quasi-Monte Carlo Methods

with Applications in Finance

 主讲人：Prof. Yongzeng Lai , Wilfrid Laurier University, Canada

  讲座时间：12月16日（周三）上午9:45-11:45

  地   点：中国金融研究院300会议室

  主办单位：中国金融研究院

  欢迎广大师生参与！

主讲人简介

Yongzeng Lai is a professor ofFinance Engineering at Wilfrid Laurier University. His research interestsinclude derivative pricing & risk management, computational finance,portfolio optimization, stochastic analysis with applications in finance &insurance. He has published more than 60 papers in many SCI and SSCI journals,including Journal of Computational Finance, Journal of Economics and Finance,Computers & Operations Research, Insurance, Mathematics and Economics, etc.