“WISE-SOE”2012春季学期高级经济学系列讲座第十讲(总第205讲)——Structural Changes and Change-Point Estimation in Tails of Loss Distributions 主讲人: Lim Kian Guan 教授 新加坡管理大学李光前商学院
时间: 2012年04月23日（星期一）16点30分
地点: 【本部】经济楼D110
主讲人信息: Professor Lim Kian Guan is OUB Professor (term chair) of Quantitative Finance at the Singapore Management University Lee Kong Chian School of Business. He had been Sub-Dean, Associate Dean of Research, Acting Head and Dean, University Center Director and founding MSc Quantitative Finance Program Director at the National University of Singapore from 1986 to 2001. He joined Singapore Management Univerity since 2001 and also served as Associate Dean of Faculty and interim Dean of the Business School for several years. He graduated from Stanford GSB in Financial Economics, and has published in various areas such as Finance (JFQA, JFE, JBF), Probability and Derivatives (Finance and Stochastics, IJTAF, QF, JFM), Actuarial (Astin Bulletin), Real Estate (JREFE), Risk (JoR), Economics and Statistics (RES, S&C), Computing (IEEE, IDA), Decision Sciences (EJOR, DS), and a number of practice journals. He has also consulted for many banks in trading, pricing, and risk software validation.
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讲座来源: http://www.wise.xmu.edu.cn/viewNews.asp?id=3660