Overview
The Third Asian Quantitative Finance Conference (AQFC) will be held at the Chinese University of Hong Kong (CUHK) from July 6 to 8, 2015.
This series of annual conferences aims to feature the latest developments in the field of quantitative finance and promote its research in Asia. It provides a platform for interaction and cooperation among researchers within Asia and elsewhere. The organization of AQFC is on a rotating basis in several major Asian institutions. For the information of the past two meetings, please refer to:
- The 1st AQFC at National University of Singapore, Singapore, January 9-11, 2013
- The 2nd AQFC at Shandong University, Weihai, China, June 19-21, 2014
The 3rd AQFC is organized by the Center for Financial Engineering, Faculty of Engineering, CUHK. The themes it will focus on include
- Stochastic control and asset allocation
- Quantitative methods in risk management
- Systemic risk and regulation
- Liquidity risk
- Market microstructure and high frequency trading
- BSDE, nonlinear expectation, and their applications in finance
- Derivative pricing
- Computational techniques
- Behavioral finance
- Commodities markets and modelling