财投系课程通知：金融工程中的时间一致性问题

课程题目：金融工程中的时间一致性问题

课程日期：3月1日、3月8日、3月15日、3月22日、3月29日、4月12日

课程时间：9:30-12:00

课程地点：M531教室

主讲教师：李端教授（财务与投资系特聘教授）

附件如下（课程安排）
 

Research Seminar Course in Financial Engineering

Spring 2014

Sun Yat-sen Business School, Sun Yat-sen University

Instructor:  Prof. Duan LI
 

Course Description: This research seminar course offers a stimulating environment for students to investigate some focused issues in financial engineering, to develop innovative research ideas to further pursue and to identify promising applications. The research theme of year 2014 is “Time consistency issue in financial engineering”. After reviewing fundamentals and principles of the issue, the students are required to read a set of related papers, to present the key results of the papers with critical eyes, and to participate brain-storming discussion in the class. It is expected from within class discussion and beyond to generate i) one or two solid research lines for advancing the state-of-the-art of the issue, and ii) a few meaningful applications.
 

Class Time and Schedule:

9:30 – 12:00 on March 1: Lecture on fundamentals and principles related to the issue of time consistency

9:30 – 12:00 on March 8:  Lecture on the state-of-the-art of the issue of time consistency

9:30 – 12:00 on March 15:  Student presentation and discussion

9:30 – 12:00 on March 22: Student presentation and discussion

9:30 – 12:00 on March 29: Student presentation and discussion

9:30 – 12:00 on April  12: Student presentation and discussion

Attached: A reference list on time consistency

李端教授简介
http://bus.sysu.edu.cn/Teacher/ShowTeacher.aspx?tid=314

欢迎各位博士和教师参加！