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. […]
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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 […]
Joining with us: Hiring Lecturers in Mathematics
The Department of Mathematics, International University, is seeking 1 Ph.D. in Mathematics, 1 Ph.D. in Statistics, 1 Ph.D. in Financial Mathematics/Financial Engineering. Job Title: Lecturer Job Type: Full-time Job Description: Deliver lectures in Mathematics, Financial Mathematics, Financial Engineering, Probability and Statistics, Applied Statistics Help students deal with related problems in […]
Seminar Announcement: “Copulas for Economics and Finance”
Topic : “Copulas for Economics and Finance” Speaker : Prof. Nguyen T. Hung, New Mexico State University (USA) and Chiang Mai University (Thailand) Time : 16 – 17 June 2016, from 9am – 12am and 2pm – 4pm Venue : Room A2.608 – International University Attendees : Lecturers, Researchers Abstract : The objective of the workshop is to introduce lecturers […]
Seminar “Modern Statistics in Financial Risks and Capital Risk Allocation”
SEMINAR ANNOUNCEMENT Modern Statistics in Financial Risks and Capital Risk Allocation Speaker: Dr. Hung T. Nguyen, New Mexico State University (USA) and Chiang Mai University (Thailand) Date: Thursday, April 24th, 2014 Time: 13:30 – 15:30 Venue: A2.609, IU main campus Abstract: We present several related modern statistics surrounding the […]