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學術演講

Analysis Seminar

Ideas in Solving Some Key Problems in Modern Finance

2025/12/23 (Tue.) 10:00~13:00
  • 日期 : 2025/12/23 (Tue.) 10:00~13:00
  • 地點 : online
  • 主講人 : Qiang Zhang (Beijing Normal-Hong Kong Baptist University)
  • 籌辦人 : Tai-Ping Liu (AS)
  • 演講摘要 : Modern financial markets are highly complex, creating significant challenges in derivative pricing, investment strategy design, portfolio selection, and risk management. In this talk, we discuss several topics that are central to both theoretical research and practical applications in contemporary finance—topics that have emerged from our work. These include the elimination of large drawdown risk in investment, portfolio management with transaction costs, optimal consumption strategies, stochastic volatility, interest-rate modelling, and volatility estimation. We focus on the core questions underlying these problems: What are the main issues? Where do the difficulties arise? And which methods can effectively overcome them? For each topic, we present new closed-form solutions along with validation studies. The overarching goal of the talk is to demonstrate that, although financial markets are complex and the associated problems often appear difficult, once the key sources of complexity are identified, it is possible to develop effective analytical methods and obtain accurate solutions to address the challenges of financial engineering.

Click here to register: https://forms.gle/EhVyNa94MDEhQkqF9 (Deadline: 4pm, Dec. 22)
本所保留開放連線之權限，報名並非確定可加入視訊討論。Registration does not guarantee participation.
請注意截止時間，逾時不受理報名。Please note the deadline; no applications will be accepted after the deadline.

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