Hongbiao_Pricing_0_Module_Presentation_WISE.pdf

Lecture: Asset Pricing (II) – Module Presentation Dr. Hongbiao Zhao Assistant Professor of Finance Department of Finance, School of Economics (SOE) Wang Yanan Institute for Studies in Economics (WISE) Xiamen University c?Hongbiao ZHAO c?Hongbiao Zhao (Xiamen University) Lecture: Asset Pricing (II) 1 / 14 Lecturer Introduction Name: Dr. Hongbiao ZHAO (?÷?) Hometown: city of Wenzhou PostDoc: Risk Management Institute (RMI) at National University of Singapore (NUS), Singapore, 2012 - 2013 PhD: London School of Economics (LSE), London, 2008 - 2012 Quantitative investment analyst: Paternoster (now Goldman Sachs), city of London, 2007 - 2008 PhD essay: A dynamic contagion process for modelling contagion risk in finance and insurance Research interests: mathematical finance: e.g. credit risk and portfolio risk (finance), ruin problem (insurance), computational finance (exact simulation), jump processes (stochastics) c?Hongbiao Zhao (Xiamen University) Lecture: Asset Pricing (II) 2 / 14 Lecturer/TA Contacts Office: Room D302, Economics Building Office Hours: Tuesday 4:30-6:00 pm Email: hongbiao.z@ Personal Homepage: / Teaching Assistant: Yuqiang GUO (H?r) Email: uyq1990@126.com Office Hours: TBD c?Hongbiao Zhao (Xiamen University) Lecture: Asset Pricing (II) 3 / 14 Course Information Title: Asset Pricing (II) Language: English Level: postgraduates, PhD candidates Time: 4 unites (3 hours) per week for 14 weeks (excl. exams) Prerequisites: basic knowledge on calculus, linear algebra, probability, statistics, ordinary partial differential equations (ODEPDE), stochastic processes calculus and MatLab, finance (and insurance) c?Hongbiao Zhao (Xiamen University) Lecture: Asset Pricing (II) 4 / 14 Course Description/Aims This course is designed to introduce modern methodologies for asset pricing in finance (and insurance) with emphasis on 1 financial products of different asset classes, 2 continuous-time models, 3 quantitative methodologies, 4 the associated risk assessment and