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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 […]

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 […]

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 […]

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 […]

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 […]

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: […]

  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 […]

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. […]

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 […]

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 and researchers the topic of […]