Stochastic and Computational Finance

Building F1, Room 0046, UNITED ARAB EMIRATES UNIVERSITY

20th - 21st February 2019

Stochastic and Computational Finance

Building F1, Room 0046, UNITED ARAB EMIRATES UNIVERSITY

20th - 21st February 2019

Welcome

During the last decades, financial markets (and especially derivative products) have not ceased their very high expansion in terms of variety, capacity, complexity and usefulness. This continuous development has accentuated more on the importance of the study of mathematical methods applied to finance. 

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Program

Invited Speakers

Prof. Josep Vives 

University of Barcelona, Spain

January 1994: Doctorate in Mathematics at the UB. Doctoral thesis directed by Dr. David Nualart entitled "Calculation of stochastic variations in the spaces of Wiener and Poisson: application to the regularity of the supreme and local time."

1996 - 2005: Lecturer at the Department of Mathematics at the UAB. - Since 2005: Professor of the Department of Mathematics and Computing of the UB. - Research in Stochastic Analysis and Quantitative Finance. 

http://www.ub.edu/dept_matinfo/professors/vives-i-santa-eulalia-josep/

 

Prof. Nicolas Privault

Nanyang Technological Univ., Singapore

Current position and past employment history

2010-present: Associate Professor, Nanyang Technological University.

2007-2010 Associate Professor, City University of Hong Kong.

2006-2007 Professor (1st class), University of Poitiers, France.

2005-2007 Research associate in the MathFi project at INRIA Rocquencourt, France.

2004-2006 Professor (1st class), University of La Rochelle, France.

1998-2004 Professor (2nd class), University of La Rochelle, France.

1994-1998 Assistant Professor (Maitre de Conferences), University of Evry, France.

2017- Member of the Data Science & Artificial Intelligence Research Centre@NTU.

2016- Cross-appointed with the School of Computer Science & Engineering, NTU.

http://research.ntu.edu.sg/expertise/academicprofile/Pages/StaffProfile.aspx?ST_EMAILID=NPRIVAULT&CategoryDescription=mathematics

Prof. Thanasis Stengos 

University of Guelph, Canada

Professor of Economics, University Research Chair in Econometrics and Graduate Coordinator

Department of Economics and Finance

University of Guelph

Thanasis Stengos joined the Department of Economics at the University of Guelph in 1984, where he now holds a University Research Chair. He received his B.Sc..and M.Sc. in Economics from the London School of Economics and Ph.D. from Queen's University. He currently serves as Associate Editor of the Journal of Applied Econometrics, Empirical Economics, Economics Letters and he is co-editor of the Review of Economic Analysis. His research has been published in journals including the Review of Economic Studies, European Economic Review, International Economic Review, Economic Journal, Journal of Monetary Economics, Journal of Econometrics, The Review of Economic and Statistics, Journal of Applied Econometrics, Journal of Business and Economic Statistics and Journal of Economic Growth.

https://www.uoguelph.ca/business/people/thanasis-stengos

Assoc. Prof. Nikolas Topaloglou 

Athens University of Economics and Business, Greece

After completing my PhD in Finance at the University of Cyprus in 2004, had function as Lecturer at the University of Geneva, and as Lecturer, Assistant professor, and Associate professor, at the Athens University of Economics and Business. My areas of interest are asset management, portfolio theory, asset pricing, derivatives, behavioral finance and financial econometrics. I taught courses on these topics at BSc, MSc, PhD and MBA level, published over 17 articles in international refereed journals (including Journal of Econometrics, Journal of Business and Economic Statistics, Journal of Banking and Finance etc.).

 I developed models in stochastic Dominance, used as a cornerstone in the decision-making process under uncertainty. This development is frequently applied in economics, finance as well as other fields. I also developed economic models for risk-management, especially models for risk-reduction in investment, by means of international diversification and option pricing.

https://www.aueb.gr/en/faculty_page/topaloglou-nikolaos 

Prof. Youssef Ouknine

University of Cadi Ayyad, Morocco and Mohammed VI Polytechnic University

Ben Guerir , Morocco

Current and past positions held

• 2013—Present: Director of National School of Applied Sciences-Marrakesh, Cadi Ayyad University, Marrakesh

• 2006—Present: Resident Member of Hassan II Academy of Science and Technology, Morocco.

• 1994— Present: Full Professor at Semlalia Faculty of Sciences, Cadi Ayyad University, Marrakesh

• 1990-1994: Associate Professor, Cadi Ayyad University, at Semlalia Faculty of Sciences, Marrakesh

• 1988-1990: Assistant Professor, Cadi Ayyad University, at Semlalia Faculty of Sciences, Marrakesh

 

Achievements and Awards

1. Director of scientific college of science and information modeling of Hassan II Academy of Science and Technology, Morocco.

2. 2006—Present: Resident Member of Hassan II Academy of Science and Technology, Morocco.

3. Member of scientific board of Hassan II Academy of Science and Technology, Morocco.

4. Member of scientific board of CNRST

5. Member of scientific board of ”Centre International de Maths pures et appliqu´ees” (CIMPA)

6. Elected member of ISI (International Statistics Institute) since 2013

https://www.uca.ma/public/files/docs/site-162-de7b1ae524ddd056f8af1f59f0f90c64-1432059860.pdf 

Prof. Mhamed Eddahbi

King Saud University, Riyadh, Saudi Arabia

Mhamed Eddahbi has PhD in Stochastic Analysis on April 1998, at Cadi Ayyad University, Marrakech, Morocco.

Current position and past employment history: 

February 29, 2016 - Present: Full Professor, King Saud University, Riyadh, Saudi Arabia.

April 29, 2002 - February 28, 2016: Full Professor, Cadi Ayyad University.

April 29, 1998 - April 28, 2002: Associate Professor at Cadi Ayyad University. 

https://fac.ksu.edu.sa/meddahbi/

Sponsors

 
 
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Dec 16, 2018