Financial Market Dynamics & Correlation Risks

时间: 2011-10-18 作者: 浏览次数: 4387

时间：2011年10月19日星期三16：00 报告人：屈冬宁-意大利联合信贷银行量化产品部主任报告地点：苏州大学本部维格堂113 下载

演讲人简介：

Dong Qu is the head of Quantitative Product Group at UniCredit. He previously worked at banks including HSBC, Nikko and Santander. His main work has been on the quantitative pricing and hedging models for structured derivatives business across mayor asset classes, including equity, fixed income, credit, FX and property. He was instrumental in industrialising some of the popular structured derivative products. He had a PhD in Statistical Optics from Imperial College London, and BSc in Physics from East China Institute of Technology.