IU Applied Math students received PhD/MSc scholarships from US universities
The Department of Mathematics is pleased to announce that the three following students majoring in Applied Mathematics (Financial Engineering and Risk Management) have received Ph.D. or MSc scholarships from US universities in Fall 2022. Ms. Kha Kim Bảo Hân has been awarded the Teaching Assistantship for her Ph.D. program in Statistics from Western Michigan University […]
Webinar: Differential Game Models Of Optimal Debt Management by Prof. Khai Nguyen, NCSU
Title: Differential Game Models Of Optimal Debt Management Speaker: Dr. Nguyễn Tiến Khải, Associate Professor, Department of Mathematics, North Carolina State University Time: 9 AM, Sunday – 12 June 2022. Via Zoom. Meeting ID: 215 811 8519. Passcode: 879771 Abstract: I will present recent results on the game-theoretical formulation of optimal debt management problems […]
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 […]
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, and November 20, 2021. Online […]
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), in applying for a graduate […]
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 […]
Thesis defense Announcement-S2, 2020-21
Thesis defenses Announcement for Semester 2, 2020-2021 COMMITTEE 1: Prof. Dr. Phạm Hữu Anh Ngọc Dr. Tạ Quốc Bảo Dr. Nguyễn Phương Anh Online via MS Teams. Code: Sent to all registers. Time: 8:00-11:30, 31/8/2021 No. Stdudents’ID Fullname Topic Advisor Affiliation 1 MAMAIU17005 Nguyễn Như Phương Systemic Risk and Financial System Network in Vietnam Dr. […]
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 […]