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WCU 해외교수 및 국내 참여교수의 기조연설 실적

WCU 해외교수 및 국내 참여교수의 기조연설 실적
교수 구분 학술대회 장소 일시 발표제목
Cadenillas 국제 Second International Conference of Probability and Statistics 페루 120201 Optimal Government Debt Control
Tang 국제 34th International Conference on Stochastic Processes and Their Applications 일본 100906
-100910
On Backward Stochastic Partial Differential Equations

WCU 해외교수 및 국내 참여교수의 invited talk 실적

WCU 해외교수 및 국내 참여교수의 invited talk 실적
교수 구분 학술대회 장소 일시 발표제목
Bensoussan 국내 Conference in Financial Engineering Trends 수원,
아주대학교
120817 Overview on Mean Field Theory
국제 National Tsing Hua University and Atomic Energy Council 대만 120312 Risk Management: An Overview
국제 Quantitative Finance Symposium 홍콩 March 2011 Survey on Real Options
국제 Symposium in honor of Professor Onésimo Hernández-Lerma ONÉSIMO’s FEST 멕시코 March 2011 Real Options with Competition
국제 International Conference on Challenges in Statistics and Operations Research 쿠웨이트 March 2011 Real Options and Competition
국제 INFORMS/INFORMS Annual Meeting 미국 November 2010 Control of Inventories with Markov Demand
Tang 국내 Conference in Financial Engineering Trends 수원,
아주대학교
120817 Stochastic Control Theory
국내 4th POSTECH-Ajou-KAIST Conference in Finance and Mathematics 포항공과대학교 110721 -
110722
Large Investors with Partial Information
국제 Stochastic Analysis and its Applications to Mathematical Finance 중국 110704 -
110706
Linear-Quadratic Optimal Stochastic Control with Incomplete Information, and its Application in Finance
국제 6th International Symposium of Backward Stochastic Differential Equations 미국 110608 -
110610
Progress on BSPDEs and BDSPDEs
국제 International Research Forum 홍콩 101215 -
101217
Investment under Uncertainty with Switching Cost Using Oblique Reflected BSDEs
Cadenillas 국내 Conference in Financial Engineering Trends 수원,
아주대학교
120817 Optimal Production when there are Business Cycles
국내 제 1회 금융공학 산학연구 포럼 여의도 금융투자협회 120721 Optimal Government Debt Control
국제 Department of Mathematics, National University of Singapore 싱가포르 120615 The Optimal Debt Ceiling
국제 The Fields Institute for Research in Mathematical Sciences 캐나다 120328 A Theory for the Optimal Government Debt Control
구형건 국제 Xiamen University 중국 120620 A Friedman Savage Consumer Almost Gambles: A Continuous-time Model of Consumption and Investment with Non-concave Utility
국제 School of Management, Fudan University 중국 110510 Optimal Hedging under Knightian Uncertainty

WCU 해외교수 및 국내 참여교수의 학술대회 발표 실적

Alain Bensoussan

WCU 해외교수 및 국내 참여교수의 기조연설 실적
구분 학술대회 장소 일시 발표제목
국제 2012 Ajou International Workshop in Financial Economics and Mathematics 수원,
라마다 호텔
120715 Linear Quadratic Mean Field Games
국제 International Conference on Partial Differential Equations: Theory, Control and Approximation 중국 120528 Control and Nash Games with Mean Field Effect
국제 Arbois Conference 프랑스 120523 New Production Models and Evolution of Cities
국제 Department of Systems Engineering and Engineering Management 홍콩 120515 Research Topics Around Stochastic Systems
국제 16eme Rencontre Math-Industrie, SMAI 프랑스 120410 Mathematics and Energy
국제 National Tsing Hua university and Atomic Energy Council 대만 120312 Risk Management: An Overview
국제 CINVESTAV-IPN Symposium 멕시코 111026 Comparison between Martingale methods and dynamic programming
국제 Math Finance Colloquium and Probability Seminar 미국 111006 Comparison between Martingale methods and dynamic programming
국제 Center for International and Maritime Studies, The Hong Kong Polytechnic University 홍콩 110401 Survey on Real Options
국제 Quantitative Finance Symposium 홍콩 March
2011
Survey on Real Options
국제 Symposium in honor of Professor Onésimo Hernández-Lerma ONÉSIMO’s FEST 멕시코 March
2011
Real Options with Competition
국제 International Conference on Challenges in Statistics and Operations Research 쿠웨이트 March
2011
Real Options and Competition
국제 INFORMS/INFORMS Annual Meeting 미국 101110 Control of Inventories with Markovian Demand
국제 Telecom Paris Tech 9th Workshop on Stochastic Analysis and Related Fields 프랑스 100601 Control of Inventories with Markovian Demand
국제 International Conference on Advances in Partial Differential Equations and Their Applications 중국 100501 Nash and Stackelberg Differential Games
국제 Joint 48th IEEE Conference on Decision and Control and 28th Chinese Control Conference 중국 091201 Singular Control and Impulse Control with Application to Mutual Insurance Optimization

Abel Cadenillas

Abel Cadenillas교수의 기조연설 실적
구분 학술대회 장소 일시 발표제목
국제 2012 Ajou International Workshop in Financial Economics and Mathematics 수원,
라마다 호텔
120714 Stochastic Impulse Control for the Optimal Dividend Policy when there are Business Cycles, Fixed Cost and Taxes
국제 Bachelier Finance Society 7th World Congress 호주 120620 Bachelier Finance Society
국제 Department of Mathematics, National University of Singapore 싱가포르 120615 National University of Singapore
국제 The Fields Institute for Research in Mathematical Sciences 캐나다 120328 Fields Institute
국제 Second International Conference of Probability and Statistics 페루 120201 Pontifical Catholic University of Peru
국제 INFORMS Annual Meeting 2011 미국 111114 INFORMS
국제 The 7th Conference of Asia-Pacific Association of Derivatives 부산
해운대
센텀 호텔
110826 Credit Risk with Selection of Effort and Volatility
국제 Hong Kong Consortium of Quantitative Finance 홍콩 110416 Real Options, Competitions, and Incomplete Markets
국제 Symposium in honor of Professor on siom Hernndez-Lerma ONSIMO' s FEST 멕시코 110316 Real Options with Incomplete Markets
국제 International Conference on Challenges in Statistics and Operations Research 쿠웨이트 110308 Real Options and Competition
국제 University of Alberta, Department of Computing Science 캐나다 110104 Optimal Decisions when There are Business Cycle
국제 Vienna University of Economic and Business, Department of Finance, Accounting and Statistics 오스트리아 101213 Optimal Decisions when There are Business Cycle
국제 Institute for Operations Research and the Management Sciences (INFORMS) Annual Meeting 미국 101108 Optimal Production when the Demand is Stochastic

Shajian Tang

Shajian Tang교수의 기조연설 실적
구분 학술대회 장소 일시 발표제목
국제 12th Annual Conference of China Society for Industrial And Applied Mathematics" (CSIAM 12) 중국 120819 Backward Stochastic Differential Equations and their Applications
국제 Workshop in Memory of professor Xunjing Li 중국 120803 Optimal Stochastic Quadratic Control for Markov-modulated Linear Stochastic Systems with Random Coefficients
국제 2012 Ajou International Workshop in Financial Economics and Mathematics 수원,
라마다 호텔
120715 A Large investor Model
국제 Workshop on “Mathematical Finance and Related Issues” 일본 110912 Two-person Dynamic Economic Equilibrium
국제 Stochastic Analysis and Its Applications to Mathematical Finance 중국 110704 Linear-Quadratic Optimal Stochastic Control with Incomplete Information, and its Application in Finance
국제 6th International Symposium of Backward Stochastic Differential Equations 미국 110608 Progress on BSPDEs and BDSPDEs
국제 International Research Forum 2010 홍콩 101216 Investment under Uncertainty with Switching Cost using Oblique Reflected BSDEs

Zenging Chen

Zenging Chen교수의 기조연설 실적
구분 학술대회 장소 일시 발표제목
국제 Stochastic analysis 중국 110704 Strong Law of Large Number for Capacities
국제 International on BSDE 미국 110607 Nonlinear expectation
국제 The 7th Conference of Asia-Pacific Association of Derivatives 부산
해운대
센텀 호텔
110826 Nonlinear Expectations and Risk Measures

K. Lee

K. Lee교수의 기조연설 실적
구분 학술대회 장소 일시 발표제목
국제 Probability Summer School 중국 110807 Introduction to Semi-Martingale and Application to Finance
국제 Modeling High Frequency Data 3 미국 110728 Liquidity Cost Estimation with Segmented Regression
국제 SIAM-SEAS 2011 미국 110328 Credit Risk Modeling with Flocking
국내 KAIST ICC Workship 대전 KAIST ICC 문지캠퍼스 110318 Estimation of Geometric Levy Processes with High Frequency Data

성재영

성재영교수의 기조연설 실적
구분 학술대회 장소 일시 발표제목
국제 AMS Meeting 미국 120310 A General Equilibrium Model of a Multi-Firm Moral-Hazard Economy with Financial Markets
국제 Department of Economics, Fudan Universitiy 중국 110616 Equilibrium Model of a Multi-Firm Moral-Hazard Economy with Financial Markets
국내 2011 재무금융 관련 5개 학회 공동 발표회 KB국민은행
천안연수원
110527 A General Equilibrium Model of a Multi-Firm Moral-Hazard Economy with Financial Markets
국제 International Research Forum 2010 홍콩 101216 CEO Pay and Frim Size in CEO Job Market Equilibrium in the Presence of Career Concerns
국제 Department of Mathematics, Shandong University 중국 101118 CEO Pay and Frim Size in CEO Job Market Equilibrium in the Presence of Career Concerns
국내 재무관리학회 추계학술대회 영남대학교 101106 CEO Pay and Frim Size in CEO Job Market Equilibrium in the Presence of Career Concerns

구형건

구형건교수의 기조연설 실적
구분 학술대회 장소 일시 발표제목
국제 The 12th Annual Conference of China Society for Industrial and Applied Mathematics 중국 120821 Dynkin Game, Finance and Backward Stochastic Differential Variational Inequality
국제 2012 Ajou International Workshop in Financial Economics and Mathematics 수원,
라마다 호텔
120713 Optimal Consumption and Investment with Asymmetric Long-term/Short-term Capital Gains
국제 SAET Conference 호주 120630 Friedman-Savage Revisited: Implication Consumption and Portfolio Selection
국내 2012 재무 금융 관련 5개 학회 KB국민은행
천안연수원
120526 A Historical Perspective on Finance: Creative Destruction Versus Destructive Creation
국제 2012 Spring AMS Meeting 미국 120310 A Dynkin Game with a Recursive Objective Function given by a Backward Stochastic Differential Equation and its Associated Nonlinear Backward Stochastic Partial Differential Inequality
국제 Seminar at School of Business 중국 110510 Optimal Heding under Knightian Uncertainty
국제 International Research Forum 2010 홍콩 101217 Optimal Heding under Knightian Uncertainty
국내 재무관리학회 추계학술대회 영남대학교 101106 Risk attitude of an entrepreneur

심규철

심규철교수의 기조연설 실적
구분 학술대회 장소 일시 발표제목
국제 International Research Forum 2010 홍콩 111216 On the Design of Mutual Insurance Contracts
국내 The 7th Conference of Asia-Pacific Association of Derivatives 부산
해운대
센텀 호텔
110826 Pricing and Hedging the Smile with SABR: Evidence from the Interest Rate Caps Market
국내 2011 재무금융 관련 5개 학회 공동 발표회 KB국민은행
천안연수원
110527 The Crisis and Financial Engineering
국내 대한금융공학회 정기학술대회 중앙대학교
법학관
101223 A Snowball Currency Option
국내 한국파생상품학회 추계 학술연구발표회 건국대학교 101126 A Snowball Currency Option
국내 한국재무관리학회 추계 정기 학술 연구발표회 영남대학교 1011062 한국 파생상품 시장에 관한 고찰

배형옥

배형옥교수의 기조연설 실적
구분 학술대회 장소 일시 발표제목
국내 KSIAM 2011 Annual Meeting 제주
서귀포시,
KAL Hotel
111125 Short Time Strong Solutions to the Equations of a Non-Newtonian Incompressible fluid
국내 The 7th Conference of Asia-Pacific Association of Derivatives 부산
해운대
센텀 호텔
110826 Application of Flocking Mechanism to the Modeling of Stochastic Volatility
국내 호남수학회 전북대학교 110617 Interaction of Flocking Particles with Incompressible Fluids
국제 vorticity, rotaion and symmetry (II) regularity of fluid motion 프랑스 110523 The Cucker-Smale Ocking Model Interacting with an Incompressible Viscous Uid
국내 The 11th workship on differential equations 전남대학교 110503 The CUCKER-SMALE flocking model Interacting with an Inccompressible Viscous Fluid
국내 Interional Workship on Hyperbolic Conservation Law, Plasma, and Kinetic Models 서울대학교
경영대학
101021 Stability for Compressible Barotropic Visous Motions
국내 Workshop for the regularity and singularity for some nonlinear partial differential equations 성균관대학교 101015 Boundary Regularity for the Steady P-Stockes Systems, the case p>2

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