Advance Notice about the 25th Lecture in HNUC Lushan Forum: Financial Derivative Products and Financial Engineering

2016-09-09

 

Theme:  Financial Derivative Products and Financial Engineering

Speaker: Doctor He Yeqi

Time: 19:00, March 31, 2016

Place: F/3 Multi-function Lecture Hall of School of Art in Lingnan Campus

Introduction of the speaker: Doctor He Yeqi graduated from Shanghai Jiaotong University, obtaining the master’s degree, and graduated from University of Waterloo, obtaining the doctor’s degree. He successively served as the senior analyst, manager and senior consultant of the Department of Market and Transaction Reputation Risk Quantitative Analysis of Royal Bank of Canada from March 1998 to February 2003. He mainly engaged in the pricing model identification of derivatives, including: the supervision of the development and use of middleground and background quantitative model, development of pricing model of derivatives in risk management and VAR model identification. He successively served as the senior manager and director of the Department of Market and Transaction Reputation Risk Quantitative Analysis of Royal Bank of Canada from March 2003 to now. He was mainly responsible for the pricing model identification of derivatives, including: the fixed-income derivatives, hybrid derivatives of fixed-income and foreign exchange; Stock and stock index derivatives, foreign exchange derivatives and commodity derivatives; Pricing model of derivatives in risk management.