FERM2008: the fourth FERM Symposium

Date: June 8-10, 2008

Hosts:

• School of Management, Shanghai University of Finance and Economics
  

• Institute of Mathematics and System Sciences, the Chinese Academy of Sciences.
• ORFE at Princeton University.
  

Co-Hosts:

• CME-UIC Center for Futures, Options and Derivatives.
  
• School of Decision Science, University of Illinois at Chicago.
  

Co-Chair:

• Chunrong Ai (Shanghai University of Finance and Economics and University of Florida)
  
• Gib Bassett¡]University of Illinois at Chicago ¡^
• Jianqing Fan (Princeton University)
• Ming Huang (Shanghai University of Finance and Economics)

Program Committee:

Gib Bassett¡]University of Illinois at Chicago ¡^
Zongwu Cai¡]University of North Carolina at Charlotte¡^
Charles Cao¡]Pennsylvania State University¡^
Shou Chen¡]Hunan University¡^
Rama Cont¡]Columbia University¡^
Jin-Chuan Duan¡]Singapore National University)
Jean-Marie Dufour (University of Montreal, Canada)
Vladimir Finkelstein (Horton Point LLC, USA)¡B
Gregory Hopper (Goldman Sacks, USA)
Chuanshu Ji (University of North Carolina at Chapel Hill)
Bob Kimmel¡]Ohio State University¡^
Chung-Ming Kuan¡]Academia Sinica¡^
Mahendrarajah Nimalendran (University of Florida¡^
Shige Peng¡]Shangdong University¡^
Olivier Scaillet (HEC Geneve and Swiss Finance Institute, Sweden)
Ronnie Sircar (Princeton University)
Giovanni Urga (City University London, Great Britain)
Stan Uryasev (University of Florida¡^
Shouyang Wang¡]Institute of Mathematics and System Sciences, the Chinese Academy of Sciences¡^ Xiong Wei (Princeton University))
Chongfeng Wu¡]Shanghai Jiaotong University¡^
Zhijie Xiao ¡]Boston College¡^
Jiaan Yan¡]Institute of Mathematics and System Sciences, the Chinese Academy of Sciences¡^
Xiaoguan Yang (Institute of Mathematics and System Sciences, the Chinese Academy of Sciences¡^
Jun Yu¡]Singapore Management University¡^
Zhifeng Zhang (Barclays Global, USA)
Wei Zhang¡]Tianjin University of Finance and Economics, Tianjin University¡^
Zongyi Zhang¡]Chongqing University¡^
Zhenlong Zheng (Xiamen University)
Yong Zhou (Shanghai University of Finance and Economics)

Keynote Speakers:

Marco Avellaneda (Galleon Partners and New York University, USA)
Andrew Lo (Massachusetts Institute of Technology, USA)
Yacine Ait-Sahalia (Princeton University, USA)
Kenneth Singleton (Stanford University, USA)

Invited Speakers:
Gib Bassett¡]University of Illinois at Chicago ¡^
Zongwu Cai¡]University of North Carolina at Charlotte¡^
Charles Cao¡]Pennsylvania State University¡^
Shou Chen¡]Hunan University¡^
Rama Cont¡]Columbia University¡^
Jin-Chuan Duan¡]Singapore National University)
Jean-Marie Dufour (University of Montreal, Canada)
Vladimir Finkelstein (Horton Point LLC, USA)¡B
Gregory Hopper (Goldman Sacks, USA)
Chuanshu Ji (University of North Carolina at Chapel Hill)
Bob Kimmel¡]Ohio State University¡^
Chung-Ming Kuan¡]Academia Sinica¡^
Mahendrarajah Nimalendran (University of Florida¡^
Shige Peng¡]Shangdong University¡^
Olivier Scaillet (HEC Geneve and Swiss Finance Institute, Sweden)
Ronnie Sircar (Princeton University)
Giovanni Urga (City University London, Great Britain)
Stan Uryasev (University of Florida¡^
Shouyang Wang¡]Institute of Mathematics and System Sciences, the Chinese Academy of Sciences¡^ Xiong Wei (Princeton University))
Chongfeng Wu¡]Shanghai Jiaotong University¡^
Zhijie Xiao ¡]Boston College¡^
Jiaan Yan¡]Institute of Mathematics and System Sciences, the Chinese Academy of Sciences¡^
Jun Yu¡]Singapore Management University¡^
Zhifeng Zhang (Barclays Global, USA)
Wei Zhang¡]Tianjin University of Finance and Economics, Tianjin University¡^
Zongyi Zhang¡]Chongqing University¡^
Zhenlong Zheng (Xiamen University)

Local Committee:

Min Chen¡]Chair, Institute of Mathematics and System Sciences, the Chinese Academy of Sciences¡^Liming Wang¡]Vice chair, Shanghai University of Finance and Economics¡^
Yuding Luo (Vice chair, Shanghai University of Finance and Economics¡^
Yahong Zhou¡]Vice chair, Shanghai University of Finance and Economics¡^
Yong Zhou¡]Deputy Chair, Institute of Mathematics and System Sciences, the Chinese Academy of Sciences¡^
Anxin Wang¡]Shanghai University of Finance and Economics, Conference (Domestic) Organizer¡^
Jianhua Hu¡]Shanghai University of Finance and Economics¡^
Ke Xu¡]Shanghai University of Finance and Economics¡^
Ying Chen¡]Shanghai University of Finance and Economics¡^
Chunjie Wu¡]Shanghai University of Finance and Economics¡^
Nan Yang¡]Shanghai University of Finance and Economics¡^
Chang Cui¡]Shanghai University of Finance and Economics¡^