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活动类型：研究生课程

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12月22日上午                                                 地点：数学中心五楼演讲厅

9:30-10:15             Professor LAI Tze Leung专题演讲
10:25-11:10            Professor LAI Tze Leung专题演讲

12月22日下午                                                 地点：数学中心五楼演讲厅

14:00-14:45            Professor LAI Tze Leung专题演讲
14:55-15:40            Professor LAI Tze Leung专题演讲



12月23日上午                                                 地点：数学中心五楼演讲厅

9:30-10:15             Professor LAI Tze Leung专题演讲
10:25-11:10            Professor LAI Tze Leung专题演讲

12月23日下午                                                 地点：数学中心五楼演讲厅

14:00-14:45            Professor LAI Tze Leung专题演讲
14:55-15:40            Professor LAI Tze Leung专题演讲



12月24日上午                                                 地点：数学中心五楼演讲厅

9:30-10:15             Professor LAI Tze Leung专题演讲
10:25-11:10            Professor LAI Tze Leung专题演讲



演讲内容：
在Sam Wong教授所作演讲基础上，LAI Tze Leung教授就以下专题作系列演讲：
5. Volatility modeling
6. Value at risk
7. Term structure, interest rate models, and a basis function approach
to derivatives pricing and hedging.

主讲教授简介（三）

LAI Tze Leung(黎子良) is Professor and Chair of the Department of Statistics at Stanford University, where he is also a member of the Steering Committee of the Financial Mathematics Program, co-chair of the Methods of Analysis Program in the Social Sciences, and member of the Data and Safety Monitoring Board of the Cancer Center. He received his B.A. degree in mathematics from the University of Hong Kong in 1967, and then took a position there as Demonstrator of Mathematics before beginning his graduate study in statistics in 1968 at Columbia University, where he received his M.S. in 1970 and PhD in 1971. He then stayed on the faculty at Columbia, where he became Professor of Statistics in 1977 and Higgins Professor in 1986. He moved to Stanford in 1987. His research interests include sequential experimentation, adaptive control and learning systems, fault detection and quality control, stochastic optimization, time series analysis and forecasting, mathematical finance, econometrics, biostatistics and probability theory. He has published over 200 papers in these areas and two books "Statistics: Inference and Decisions" and "Survival Analysis" (coauthored with ZHENG Zukang of Fudan University).
Both books are in Chinese and based on his lectures at Nankai Mathematics Institute in 1985 and 1989. He is chair of the Advisory Board of the School of Statistics of the International Institute, and is a member of the Advisory Committee of the Institute of Statistical Science of Academia Sinica (Taipei), where he is an elected member. He received the COPSS (Committee of Presidents of Statistical Societies) Award in 1983 and is an elected Fellow of the American Statistical Association and the Institute of Mathematical Statistics.