Thesis defense Announcement-S1, 2021-22
Thesis defenses Announcement for Semester 1, 2021-22 COMMITTEE 1: Dr. Nguyễn Minh Quân 2. Dr. Nguyễn Phương Anh 3. Assoc. Dr. Trần Vũ Khanh Venue: A2. 512 and MS Teams. Time: 8:00, March 05, 2022 No. Student ID Fullname Topics Advisor 1 MAMAIU17006 Trần Chí Thịnh A study of CDOs with structure […]
Applied Mathematics and Financial Econometrics Seminar by Prof. Minh-Ngoc Tran, University of Sydney
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 in-sample analysis and out-of-sample […]
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 December 26, 2021. Online via […]
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 are alumni of the Financial Engineering […]
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 math students. We won’t cover […]
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. Qualification Lecturer in Financial Mathematics: […]
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. In most research, the […]
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 of solutions of nonlinear ODEs. […]
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 related courses. Qualification Lecturer in […]
The 23rd Mathematics Olympiad for Vietnamese Universities
The 23rd Mathematics Olympiad for Vietnamese Universities was held in Hue city from 13rd to 17th of April, 2015. The host was the College of Economics, Hue University. The event attracted almost 700 students from 89 universities and colleges nationwide. The International University joined the competition with four members: 1) Dang Phi Phon – BA […]