Program

The conference program is complete. Please see the final program here.

session 4.24 4.25 session 4.26
plenary I
9:00-9:40
Shige Peng Min Dai plenary
9:00-9:40
Eckhard Platen
morning
10:00-11:30
Systemic Risk FE: Pricing Risk Management Portfolio Opt morning
10:00-11:30
FE: Stoch Vol Portfolio Opt
Katsumasa Nishide Lixin Wu Qi Wu Byung Hwa Lim Jaehyuk Choi Yong Hyun Shin
Jiro Akahori Hailiang Yang Liyuan Chen Zhongfei Li Chenxu Li Seyoung Park
Nan Chen Doobae Jun Xiangwei Wan Alex Tse Nian Yang Xiang Yu
Li-Hsien Sun Jianqiang Hu Hyungbin Park Minsuk Kwak Kazuhiro Yasuda Mei Choi Chiu
plenary II
11:40-12:20
Paul Glasserman Rama Cont lunch
11:30-1:00
lunch
12:30-2:00
afternoon I
1:00-2:30
FE: Information FE: Pricing
afternoon I
2:00-3:10
Economics FE: Pricing Credit Risk FE: Market & Equil Kiseop Lee Fabian Woebbeking
Xuedong He Lingfei Li Kazutoshi Yamazaki Jun Maeda Haejun Jeon Chao Shi
Steven Kou Ning Cai Xianhua Peng Xuefeng Gao Michi Nishihara Huiming Zhang
Takanori Adachi Chao Zhou Hyun Jin Jang Jin Hyuk Choi
afternoon II
3:40-4:50
FE: Math Portfolio Opt FE: Pricing Portfolio Opt
Qingshuo Song Jun Sekine Junbeom Lee Chiaki Hara
Tongseok Lim Jussi Keppo Pai-Ta Shih Bong-Gyu Jang
Wing Fung Chong Hoi Ying Wong Akhlaque Ahmad Shuenn Jyi Sheu
plenary III
5:00-5:40
Hyeng Keun Koo Hideo Nagai