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                                                     Seminar

             Department of Systems Engineering and Engineering Management
                                  The Chinese University of Hong Kong

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Title	:	The faith in financial modelling
Speaker	:	Dr. Ken Yan
		Managing Director
		Rate exotic derivative trading, Nomura
Date	:	November 9th, 2009 (Monday)
Time	:	4:30 p.m. - 5:30 p.m.
Venue	:	Room 513
		William M.W. Mong Engineering Building
		(Engineering Building Complex Phase 2)
		CUHK

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Abstract:
　

Financial modelling is the key in the valuation decisions on derivative portfolios.
Based on a trader\'s industrial experience, the talk will trace the evolution of interest rate models in the last 20 years, their performances with respect to different market and product cycles. We aim to open a discussion on \"what is a right model?\"

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Biography:
　

Ken is a managing director in exotic derivative trading group in Nomura.
He has been trading structured derivatives for 18 years in New York, London and HK,including running international structured derivative business in Nomura London.
Before his banking career, he was a mathematician teaching in universities in US.
Ken received his PH.D in mathematics in Fudan University.

************************* ALL ARE WELCOME ************************

Host	:	Prof. Kwai-Sun, Leung
Tel	:	(852) 2609-8307
Email	:	ksleung@se.cuhk.edu.hk
Enquiries	:	Prof. Nan Chen or Prof. Sean X. Zhou
	:	Department of Systems Engineering and Engineering Management
		CUHK
Website	:	http://www.se.cuhk.edu.hk/~seg5810
Email	:	seg5810@se.cuhk.edu.hk

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