短期课程：Mathematics of Stock Trading

主讲人：张庆教授（美国佐治亚大学）
 
时间：5月14日（周三）、5月22日（周四）、5月28日（周三），时间都是下午2:30--4:30

地点：知新楼B-1248

Abstract:
Trading of securities in open marketplaces has been around for hundreds of years. It is only until recent years that mathematics has played an increasingly important role in market analysis, trading system design, and derivatives pricing. High level mathematics such as stochastic calculus becomes an indispensable tool in modern finance. Mathematically defined processes such as Brownian motion and Markov chain become corner stone for sophisticated market models including geometric Brownian motion model, mean reversion model, and models with regime switching. These models allow systematic analysis of security price movements and advance much of human understanding of the marketplaces.
This lecture series will focus on mathematics of equity trading. Above mentioned market models will be considered and standard approaches to stock trading will be presented. Several trading strategies such as buy-low-and-sell-high, trend following, and large block trading will be treated. Related numerical examples will also be used to illustrate these mathematical results.

欢迎各位老师和同学积极参加！