The Conference will cover a wide range of topics related to financial engineering and banking, including but not limited to: - Asset pricing - Asset-liability management - Liquidity risk - Banking and Financial Management - Credit risk modeling - Bank efficiency and performance measurement -...

The Conference welcomes empirical research papers on financial issues on Asian countries and markets.

Topics: - Quantitative analysis and financial risk management - Financial crisis and contagion - Portfolio management and optimization - Volatility modeling and correlation between financial markets - Emerging stock markets - Forecasting of high-frequency financial data - Commodity prices and...

The conference theme this year is Theory and Practice of Spatial Econometrics.Spatial econometrics encompasses purely spatial economic contexts, but also regional economics, economics of networks (including social networks and committees), cross-section dependence and endogenous interdependence.

FOCUS: Pensions, Insurance, Regulation, Model Risk, CVA, Risk Measurement, Commodities, Emissions Trading and other areas of Quantitative Finance.

Top academics from the field of finance will present their research at the Hong Kong University of Science and Technology (HKUST) 2014 Finance Symposium. The event is hosted annually by the Business School's Finance Department at HKUST. The theme is Asset Pricing.

Program Committee members will take responsibility for organizing and chairing the contributed sessions. They will also provide comments and foster interaction across research fields. The Program Committee invites submissions of papers, which can be either complete or work in progress.

Conference program: Session 1 – Trading; Session 2 – Collateral and covenants; Session 3 – Clearing, Session 4 – Trading & Post trading, Session 5 – High frequency trading

The various works that will be presented illustrate how long-time series inform decision making. They also show how historical models and case studies help to improve our thinking about topical policy issues such as monetary policy in a world of high public debt, the impact of financial...

This workshop aims to present and discuss recent and ongoing research in mathematical finance, which relies on weaker assumptions than typically assumed e.g. under the classical risk neutral paradigm.