From Quantitative Finance to FinTech
Abstract: In this talk, I will first introduce the three important areas in quantitative finance: optimal investment, option pricing, and corporate finance. Then I will talk about several topics in financial technology (FinTech), including decentralized finance and machine learning in finance. 该报告欢迎所有本科生参加。
Bio: Min Dai is Chair Professor in Applied Statistics and Financial Mathematics at the Department of Applied Mathematics and School of Accounting and Finance, The Hong Kong Polytechnic University (PolyU). Prior to joining the PolyU in 2021, he taught at the National University of Singapore and Peking University. His research focuses on option pricing, optimal investment, corporate finance, and financial technology. He published in top journals of different disciplines, such as Journal of Economic Theory, Journal of Finance, Management Science, Mathematical Finance, and Review of Financial Studies. Currently, he is a co-editor of Digital Finance and serves on editorial boards of many academic journals, including Operations Research, Finance and Stochastics, Journal of Economic Dynamics and Control, and SIAM Journal on Financial Mathematics. He will be a plenary speaker of the 12th World Congress of the Bachelier Finance Society.