Title: Recurrent Conditional Heteroskedasticity Speaker: Professor Minh-Ngoc Tran, Business School, University of Sydney, Australia. Time: 9 AM, Sunday, January 23, 2022. Via Zoom. Meeting ID: 215 811 8519. Passcode: 879771 Abstract: We propose a new class of financial volatility models, called the Recurrent Conditional Heteroskedastic (RECH) models, to improve both […]
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ECONOMETRICS WEBINAR: COMPARISON OF ARMA/GARCH MODEL WITH ANN/GARCH AND ANN/ANN
The Department of Mathematics is very pleased to invite students to attend the following webinar: COMPARISON OF ARMA/GARCH MODEL WITH ANN/GARCH AND ANN/ANN IN PREDICTING THE CLOSED PRICE IN VIETNAMESE STOCK MARKET Speaker: Dr. Ta Quoc Bao, International University, Vietnam National University-HCMC. Time: 1 PM-4 PM, Saturday, December 19 and […]
ECONOMTETRICS WEBINAR: ESTIMATING AND TESTING FOR ASSET PRICING MODELS
The Department of Mathematics is very pleased to invite Applied Mathematics students and lecturers to attend the following Webinar: ESTIMATING AND TESTING FOR ASSET PRICING MODELS: A COMPARISON OF GMM AND OLS METHODS Speaker: Dr. Ta Quoc Bao, International University, Vietnam National University-HCMC. Time: 1 PM-4 PM, Saturday, November 13, […]
Seminar Announcement: Why Financial Mathematics?
The Department of Mathematics and the IU Fintech Club invites all students to attend the Seminar Talk “Why Financial Mathematics?”. The main purposes of this meeting are to share open conversations, advice on study, and career options in Applied Mathematics, in particular, in Financial Engineering and Risk Management (FERM), […]
ALUMNI TALK ANNOUNCEMENT
The Department of Mathematics invites all students to attend the Alumni Talk “Open Conversations on Study & Careers”. The main purposes of this meeting are to share open conversations, advice on study, career options in Finance, scholarship opportunities, networkings,…and to enlighten FERM students on their future paths. Invited speakers […]
Applied Mathematics team wins the first prize in the Olympic Contest of Econometrics and Applications 2021
Congratulations to the Applied Mathematics team on being awarded the first prize in the National Olympic Contest of Econometrics and Applications in August 2021. The final round of the National Olympic Contest of Econometrics and Applications 2021 took place on 15/08/2021 with five talented junior students of the Applied Mathematics […]
FINANCIAL MATHEMATICS WEBINAR BY DR. VINH DANG, BEGROUP
Title: Potential opportunities for Financial Math students Speaker: Dr. Dang Quang Vinh, Head of Data Science-BE Group Time: 18:00, Friday, August 13, 2021. Online Meeting via Zoom: https://us02web.zoom.us/j/2158118519?pwd=cUNqUG1GaXppM0Z1ZUx3aG05czV4QT09 Meeting ID: 215 811 8519 Passcode: 879771 Abstract: In this talk, we shall discuss (in an informal way) career options for financial […]
Hiring Lecturers in Applied Mathematics
The Department of Mathematics, International University, VNU-HCM, is seeking 1 Ph.D. in Mathematics/Statistics, 1 Ph.D. in Financial Mathematics. Job Title: Lecturer Job Type: Full-time Application links: Link 1 and Link 2. Job Description: Deliver lectures in Mathematics, Financial Mathematics, Financial Engineering, Probability, Statistics Help students deal with related problems in related courses. […]
FINANCIAL MATHEMATICS SEMINAR
Title: USING EXTREME VALUE THEORY AND GARCHCOPULA METHOD TO MEASURE RISK OF PORTFOLIO Abstract: One of the most popular tools in risk management is Value-at-Risk (VaR). This tool provides us a powerful measure to estimate the portfolio’s worst loss over a given time horizon and at a given confidence level. […]
Seminar Announcement: “Picard’s iteration and its applications in nonlinear PDEs”
APPLIED MATHEMATICS SEMINAR Title: Picard’s iteration and its applications in nonlinear PDEs Speaker: Professor Tuoc Phan, Department of Mathematics, University of Tennessee, Knoxville, TN, USA. Time: 9:30-10:30 AM, Tuesday, December 03, 2019. Venue: A1.207A Abstract: We review some key ideas of Picard in his work on the local time existence […]