Colloquium / Seminars
Topic:From Math to Quantitative Finance: My Journey of Discovery
Speaker:Prof.Huei-Wen Teng
(Dept. of Information Management and Finance, National Yang Ming Chiao Tung University.Date time:Feb. 25, 2025 14:00 - 15:00
Venue:SA213
Abstract:
Abstract
In this talk, I will share my journey from being an uncertain mathematics undergraduate to becoming a professional researcher in quantitative finance. I will recount the pivotal moments in my academic path and discuss how I transitioned into the field of finance. Additionally, I will introduce my research areas, including Bayesian statistics, statistical computing (with applications such as Greeks calculation, importance sampling, and spherical Monte Carlo methods), machine learning, and FinTech. By bridging financial applications and statistical methodologies, I aim to provide insights into how mathematics can be a powerful foundation for a career in finance. This talk is designed to inspire and guide math students who are curious about pursuing opportunities in the finance industry.Download:Talk_1140225.pdf
