FERM2012: the sixth FERM Symposium

Financial Engineering and Risk Management International Symposium 2012

Changsha, July 5-6, 2012

FERM2012 is the seventh of the FERM series started in 2005. The series has grown into a great gathering of academic researchers and industry practitioners to exchange state-of-art research findings and cutting-edge techniques in financial engineering and risk management. FERM2012 will produce fusion among academic researchers and industry practitioners and provide an excellent educational opportunity for the students.

FERM2012 is hosted by Hunan University, and co-sponsored by Chinese Science Academy, and University of Illinois at Chicago. It will feature several keynote speakers, including Professor Eric Renault of Brown University and Professor Gurdip S. Bakshi of University of Maryland. The conference will also feature several invited sessions with speakers from both academia and financial industry.

The organizers of FERM2012 cordially invite contributions of papers and posters to be presented at the symposium. All submissions will be peer-reviewed by experts in the field based on originality, significance, quality and clarity. Please kindly forward this call-for-paper to your colleagues and students who may be interested. Look forward to seeing you at this exciting symposium.

A selection of accepted papers will be published in a special issue of "Statistics and Its Interface."

Host: College of Finance and Statistics, Hunan University

Co-Hosts: Princeton University

Sponsors:

• Academy of Mathematics and Systems Science, Chinese Science Academy
• University of Illinois at Chicago

Program Committee

Honorary Chairs:

• Jianqing Fan, Princeton University
• Qiang Zhang, Hunan University
  

Program Co-Chairs:

• Shenggang Yang, Hunan University
• Qiwei Yao, London School of Economics, UK
  

Committee Members (tentative):

• Chunrong Ai, University of Florida
• Ngaihang Chan, Chinese University of Hong Kong
• Min Chen, the Academy of Mathematics and System Sciences
• Rong Chen, Rutgers University
• Songxi Chen, Peking University
• Jinchuan Duan, National University of Singapore
• Zhi Geng, Peking University
• Liyan Han, Beijing University of Aeronautics and Astronautics
• Heping He, University of Kansas
• Jinyan Hu, Shandong University
• Hong Ji, Capital University of Economics and Business
• Ping Jiang, Dongbei University of Finance and Economics
• Bob Kimmel, Ohio State University
• Chungming Kuan, National Taiwan University
• Xindan Li, Nanjing University
• Oliver Linton, University of Combridge
• Hong Liu, Zhongnan University of Economics and Law
• Hongzhong Liu, Fudan University
• Xiliang Liu, Southwestern University of Finance and Economics
• Yang Liu, Central University of Finance and Economics
• Jun Lu, Sun Yat-Sen University
• Junlu Ma, Nankai University
• Per Mykland, University of Chicago
• Chien-Chung Nieh, Tamkang University
• Joon Park, Indiana University
• Chunghua Shen, National Taiwan University
• Daimin Shi, Southwestern University of Finance and Economics
• Fengming Song, Tsinghua University
• Masanobu Taniguchi, Waseda University
• Huayu Tu, National Chengchi University
• Aijian Wang, Tianjin University of Finance and Economics
• Changyun Wang, Renmin University of China
• Cong Wang, Jinan University
• Rongming Wang, East China Normal University
• Xiaojun Wang, Renmin University of China
• Yazhen Wang, University of Wisconsin-Madison
• Yongjin Wang, Nankai University
• Zhaojun Wang, Nankai University
• Kuo-Chiang Wei, Hong Kong University of Science and technology
• Chongfeng Wu, Shanghai Jiao Tong University
• Jun Wu, University of International Business and Economics
• Yaohua Wu, University of Science and Technology of China
• Shujian Xiang, Zhongnan University of Economics and Law
• Tiancai Xing¡ADongbei University of Finance and Economics
• Xinzhong Xu, Peking University/Sun Yat-Sen University
• Jiaan Yan, Chinese Academy of Sciences
• Yanyang Yan, Hunan University
• Guijun Yang, Tianjin University of Finance and Economics
• Yanyun Zhao, Renmin University of China
• Yonggang Ye, Wuhan University
• Lan Zhang, University of Illinois Chicago
• Liqing Zhang, Central University of Finance and Economics
• Li Zhang, Liaoning University
• Yanyun Zhao, Renmin University of China
• Zhenlong Zheng, Xiamen University
• Jianping Zhu, Xiamen University
• Pingfang Zhu, Shanghai Academy of Social Science
• Xinrong Zhu, Zhongnan University of Economics and Law
• Yong Zhou, Shanghai University of Finance and Economics
  

Keynote Speakers:

• Eric Renault, University of North Carolina, Chapel Hill
• Gurdip S. Bakshi, University of Maryland
  

Invited Speakers

• Chunrong Ai, University of Florida
• Rong Chen, Rutgers University
• Songxi Chen, Peking University
• Yehning Chen, National Taiwan University
• Jianqing Fan, Princeton University
• Wolfgang Härdle, Humboldt University in Berlin
• Dawei Huang, Chinese Academy of Sciences
• Shih-Feng Huang, Kaohsiung University
• Bob Kimmel, Ohio State University
• Bingyi Jing, Hong Kong University of Science and Technology
• John Labuszewski, Managing Director in the Research and Product Development, CME
  
• Oliver Linton, University of Combridge
  
• Frank Mao, HSBC
  
• Per Mykland, University of Chicago
  
• Heng Peng, Hong Kong Baptist University
  
• Yazhen Wang, University of Wisconsin-Madison
  
• Yongjin Wang, Nankai University
  
• Youchang Wu, University of Wisconsin-Madison
  
• Lan Zhang University of Illinois Chicago
  
• Wenyang Zhang, York University
  
• John Zhu, Natixis Bank