Event

Past Events

44th CARF Special Seminar

Location: *Note: The venue has been changed.
Before: Classroom #1, B1F of the main Economics Building
After: Classroom #7, 1F of Akamon General Research Building
Speaker: Professor Jin-Chuan Duan
Director of Risk Management Institute
Cycle & Carriage Professor of Finance
National University of Singapore
Topic:
Speech Title: Clustered Defaults

Speaker's Profile:
Duan is the Director of Risk Management Institute at the National Uiversity of Singapore (NUS) and concurrently holds the Cycle & Carriage Professorship in Finance at the NUS Business School. Prior to joining NUS, he held the Manulife Chair Professorship at the Rotman School of Management, University of Toronto. He has previously taught at the Hong Kong University of Science and Technology and McGill University. Duan received an MBA from the State University of New York at Albany and a Ph.D. in Finance from the University of Wisconsin-Madison.

He specializes in financial engineering and risk management, and is internationally known for his work on the GARCH option pricing model. He has authored numerous scholarly publications on option pricing theory and applications, and written occasional media commentaries on current financial/economic events. Duan's recent book, "Silver linings - lessons from the 2008-09 financial crisis" (in Chinese), reflects on the causes of the financial crisis and offers his view on the ways forward. Duan was elected as an Academician of Academia Sinica in 2008. He was born in Taiwan and completed his undergraduate education in life science at the National Taiwan University. (www.rmi.nus.edu.sg/DuanJC)