Francisco N. Estrada, MSc Financial Markets student has won the Spring 2015 GARP Research Fellowship. The Fellowship Program received great interest from many students across GARP’s network of Master‐level programs, and after careful consideration, Franciso and his research proposal titled, “Is the relationship between the USD/Mexican peso exchange rate and the future contracts stable?”, demonstrated sufficient relevance to current global energy risk management issues and needs in order to warrant support.
Francisco N. Estrada，金融市场硕士学生获得2015年春季GARP研究奖学金。奖学金项目受到了GARP硕士项目网络中许多学生的极大兴趣，经过仔细考虑，Franciso和他的研究提案题为"美元/墨西哥比索汇率与未来合同之间的关系稳定吗? "，显示出与当前全球能源风险管理问题和需求的充分相关性，以获得支持。< / span > < / p > < p >, < / p >
Prof. Radu Tunaru has been invited toUniversite de Nantes, in the Laboratoire d’Economie et de Management de Nantes-Atlantique (LEMNA),
where he presented his latest paper “"Model Risk Adjustments for Regulatory Capital Calculations".
，在那里他发表了他的最新论文““监管资本计算的模型风险调整”。< / em > < / p > < p >, < / p >
KBS PhD student Catalin Cantia awarded financial support for Advanced Modelling in Mathematical Finance, a conference in honour of Ernst Eberlein at Christian-Albrechts-Universität zu Kiel.
The goal of this workshop is to discuss current trends and models in financial mathematics, including but not limited to processes with jumps, derivatives, term-structure modelling, and computational aspects. The conference is organised by Jan Kallsen and Antonis Papapantoleon and important names in the Financial Mathematics field will be presenting their latest research. To name just a few: Damir Filipovic , Hélyette Geman, Monique Jeanblanc, Dilip Madan, Thorsten Schmidt, Wim Schoutens , Albert Shiryaev, Michael Sørensen, Peter Tankov and other.
Catalin Cantia, working under the supervision of Prof. Radu Tunaru in KBS, was awarded financial support for the presentation of poster on the topic “CVA pricing with Wrong Way Risk. A Factor model with Implied Calibration.”
KBS博士生Catalin Cantia在Christian-Albrechts-Universität zu Kiel为纪念Ernst Eberlein的会议数学金融高级建模授予财政支持。
本次研讨会的目的是讨论金融数学的当前趋势和模型，包括但不限于跳跃过程、衍生工具、期限结构建模和计算方面。会议由Jan Kallsen和Antonis Papapantoleon 组织，金融数学领域的重要人物将展示他们的最新研究成果。这里只举几个例子:Damir Filipovic, hsamlytte Geman, Monique Jeanblanc, Dilip Madan, Thorsten Schmidt, Wim Schoutens, Albert Shiryaev, Michael Sørensen, Peter Tankov等等。
Catalin Cantia，在KBS Radu Tunaru教授的指导下工作，以“错误方式风险的CVA定价”为主题的海报展示获得了财政支持。带有隐含校正的因子模型。" < / p > < p >, < / p >
Congratulations to Jun Yang, whose paper "Dynamic Asset-Liability Management with Risk Limits and Time-Varying Inflation" co-authored with Dr Huamao Wang, has been accepted for presentation at the 24thEuropean Financial Management Association 2015 Annual Meetings being held in Amsterdam, Netherlands from 24-27 June.
祝贺杨军的论文“风险极限和时变通货膨胀的动态资产负债管理”与王华茂博士共同撰写，已被接受在24 欧洲财务管理协会2015年年会上发表，该年年会将于6月24日至27日在荷兰阿姆斯特丹举行。
Jun Yang is invited to present a paper at the doctoral consortium of the 3rd European Retail Investment Conference (ERIC) hosted at Boerse Stuttgart (Europe’s leading stock exchange organization), Germany. This doctoral consortium includes just 7 slots on the program and followed by the main conference during April 22th to 24th 2015. Accommodation and registration fees are sponsored by “SÜDWESTBANK”. The paper is titled “Dynamic Asset-Liability Management with Risk Limits and Time-Varying Inflation", joint with Dr Huamao Wang.
杨军受邀在德国斯图加特证券交易所(欧洲领先的证券交易所组织)举办的第三届欧洲零售投资会议(ERIC)的博士联盟上发表论文。这个博士联盟只包括7个项目名额，随后是2015年4月22日至24日的主要会议。住宿费和注册费由“SÜDWESTBANK”赞助。论文题目为《具有风险极限和时变通胀的动态资产负债管理》，与王华茂博士合作。
Samuel Oduro presented a poster titled "Estimating Probability of Informed Trading from High Frequency Data: A Bayesian Approach" at the 3rd Paris Market Microstructure Conference (8-11 Dec 2014).
http://market-microstructure.institutlouisbachelier.org/?lng=FR
Samuel Oduro发表了一篇名为“从高频数据估计知情交易的概率:贝叶斯方法”第三届巴黎市场微观结构会议(2014年12月8-11日)。
http://market-microstructure.institutlouisbachelier.org/?lng=FREvangelia Mitrodima received €400 from the Actuarial and Financial Mathematics Conference (AFMathConf) committee to present a poster at Actuarial and Financial Mathematics Conference in Brussels, Belgium, 5-6th Feb 2015. The title of her work is “Bayesian approach to jointly estimating the scale and shape of the conditional return distribution,” which is joint work with Jim Griffin and Jaideep Oberoi.
Evangelia Mitrodima在2015年2月5日至6日在比利时布鲁塞尔举行的精算和金融数学会议上展示了一张海报，获得了精算和金融数学会议(AFMathConf)委员会400欧元的奖金。她的工作标题是“贝叶斯方法联合估计条件回报分布的规模和形状”，这是与Jim Griffin和Jaideep Oberoi共同完成的工作。
Evangelia Mitrodima gave an invited presentation at the Computational and Financial Econometrics 2014 conference in Pisa, Italy. She presented a paper titled, “Decomposition of the conditional asset return distribution using quantile regression,” which is joint work with Jim Griffin and Jaideep Oberoi.
Evangelia Mitrodima受邀在意大利比萨举行的2014年计算与金融计量经济学会议上发表演讲。她发表了一篇题为“使用分位数回归分解条件资产回报分布”的论文，这是与Jim Griffin和Jaideep Oberoi共同完成的。
Dr Jaideep Oberoi presented his paper titled 'Why do firms vary the mix of their fixed and floating rate dept?' at the Spanish Economic Association meeting (11 -13 Dec 2014) http://www.asesec.org/simposio/
Jaideep Oberoi博士发表了题为‘为什么公司会改变固定利率和浮动利率的组合?’在西班牙经济协会会议(2014年12月11 -13日)http://www.asesec.org/simposio/
Dr Huamao Wang's paper "Dynamic portfolio optimization with transaction costs and state-dependent drift" is accepted to published in European Journal of Operational Research (ABS 3*, Elite 1), joint with Chair Prof. Klaus Reiner Schenk-Hoppé (Leeds & NHH), Prof. Rolf Poulsen (Copenhagen), and Dr Jan Palczewski (Leeds). This research originates from Dr Wang's PhD thesis at Leeds. For more details, see https://kar.kent.ac.uk/41208/ .
王华茂博士’s论文“交易成本与状态依赖漂移的动态投资组合优化”被接纳发表在欧洲运筹学杂志(ABS 3*， Elite 1)，与主席教授Klaus Reiner schenk - hoppee (Leeds &NHH)、Rolf Poulsen教授(哥本哈根)和Jan Palczewski博士(利兹)。这项研究来源于王博士在利兹大学的博士论文。详细信息请参见https://kar.kent.ac。英国/ 41208 / < / > . < / p >