Date & Venue
|
Title
|
Speaker
|
Dec.28th, 2010 (Tuesday)
4:30 p.m. - 5:30 p.m.
Room 513 William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
Malliavin
Calculus for a sde with non-smooth drift
|
Prof. Artuto Kohatsu-Higa
|
Dec.22nd, 2010 (Wednesday)
3:30 p.m. - 4:30 p.m.
Room 513 William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
Reflected
BSDE with a constraint and its application
|
Prof. Mingyu Xu
|
Dec. 22nd, 2010 (Wednesday)
5:00 p.m. - 6:00 p.m.
Room 513 William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
Functional
Ito calculus and applications to path-dependent options
|
Prof. Rama Cont
|
Dec.20th, 2010 (Monday)
4:30 p.m. - 5:30 p.m.
Room 513 William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
A Hidden
Cost of Supply Chain Coordination
|
Prof. Erick (Zhaolin) Li
|
Dec. 17th, 2010(Friday)
11:00 a.m. - 12:00 a.m.
Room 513 William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
Energy
Portfolio Investment with Entry Decisions
|
Prof. Zhen Liu
|
Dec. 10th, 2010 (Friday)
10:30 a.m. - 11:30 a.m.
Room 513 William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
Warranty
Costs Sharing in a Supply Chain
|
Prof. Fangruo Chen
|
Dec 7th, 2010 (Tuesday)
10:30 am-11:30 am
Room 513 William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
Pre-order
Information Release and Price Discount
|
Prof. Leon Yang Zhu (Chu)
|
Dec 3rd, 2010 (Friday)
4:30 p.m. - 5:30 p.m.
Room 513 William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
Advance
Selling when Consumers Regret
|
Prof. Javad Nasiry
|
Nov. 26th,
2010 (Friday)
4:30 p.m. - 5:30 p.m.
Room 513 William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
Operations Research in Medicine and Health Care
|
Prof. Eva Lee
|
Nov 24th,
2010 (Wednesday)
4:30 p.m. - 5:30 p.m.
Room 513 William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
Stochastic Volatility and Jumps: Exponentially Affine Yes
or No? An Empirical Analysis of S&P500 Dynamics
|
Ms. Katja
Ignatieva
|
Nov 19th, 2010 (Friday)
4:30 p.m. - 5:30 p.m.
Room 513 William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
On the
Effectiveness of a Government's Tax Reduction Policy for Consumers' Purchases
of New Automobiles
|
Prof. Mingming Leng
|
Oct 21st, 2010 (Thursday)
4:30 p.m. - 5:30 p.m.
Room 513 William M. Mong Engineering
Building (Engineering Building II) The Chinese
University of Hong
Kong
|
External
Risk Measures and Basel III Accord
|
Prof. Xianhua Peng
|
Oct. 15th, 2010 (Friday)
4:30 p.m. - 5:30 p.m.
Room 404 William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
Advance
Selling - The Effects of Capacity and Customer Interdependent Valuations
|
Prof. Man Yu
|
Sep 30th, 2010 (Thursday)
11:30 a.m. - 12:30 a.m.
Room 513 William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
Optimal
Stopping under Prospect Preference
|
Dr. Zuoquan Xu
|
Sep 17th, 2010 (Friday)
4:30 p.m. - 5:30 p.m.
ERB LT William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
A
Sustainable Global Supply Chain for 21st Century Greater China
|
Mr. Edwin Keh
|
Sep. 10th, 2010 (Friday)
4:30 p.m. - 5:30 p.m.
Room 513 William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
Long-term
Behaviors and Implied Volatilities for General Affine Diffusions
|
Prof. Kyoung-Kuk Kim
|
Sep 1st, 2010 (Wednesday)
4:30 p.m. - 5:30 p.m.
Room 513 William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
Portfolio
Selection with Law-invariant Coherent Risk Measures
|
Prof. Xuedong He
|
Aug 26th, 2010 (Thursday)
4:30 p.m. - 5:30 p.m.
Room 513 William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
A
Non-parametric Approach to Gamma Calculation
|
Prof. Wanmo Kang
|
Aug. 31st, 2010 (Tuesday)
3:30
p.m. -6:00
p.m.
Room 602 (E-services Laboratory) William M. Mong
Engineering Building (Engineering Building II) The Chinese University of Hong Kong
|
Introduction
to the AIMMS advanced optimization modeling system
|
Mr. Pim Beers
|
August 2nd, 2010 (Monday)
4:30 p.m. - 5:30 p.m.
Room 513 William M.
Mong Engineering Building (Engineering Building II) The Chinese University
of Hong Kong
|
Reengineering
the Supply Chain
|
Prof. Jatinder (Jeet) N. D. Gupta
|