题 目：Finance mathematics and its great impact on finance industry

主讲人：诸颂平 教授、博士生导师

时 间：2024年4月6日（星期六）15:00—17:00

地 点：段家滩校区贵和楼408

内 容：Abstract: In the past 50 year, financial mathematics, as a main supporting pillar in financial engineering, has flourished ever since the landmark Black-Scholes formula became aware by market practitioners; not only has it successfully revealed the essence of pricing financial derivatives, it has also provided a guide on the trading floor of major stock markets. In this talk, I shall cover some very fundamental concepts in financial mathematics (for undergraduate students), talking about some principles of conducting scientific research (for master students) as well as briefly showing some of my most recent research outcomes (for master and PhD students)

个人简介：诸颂平，澳大利亚卧龙岗大学（University of Wollongong）应用数学系资深教授，博导，数学研究部主任，国际著名金融工程及金融数学专家。诸颂平教授于1987年12月毕业于美国密歇根大学，获博士学位。他在《Financial Mathematics》、《Quantitative Finance》、《Journal of Economic Dynamics and Control》、《Journal of Banking and Finance》、《Physics of Fluids》等国际著名期刊发表过200多篇论文，吸引了澳大利亚研究理事会和私营企业200多万美元的资金支持，他的研究工作得到了国际上的广泛认可(学术论文被引用次数超过2000次，h指数为27)，并应邀在若干国际会议上发言。