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    Risk and Capital Pricing

    April,02,2019        

    Theme: Risk and Capital Pricing

    Speaker: Matthias Dorrzapf (University of Cambridge)

    Host: Prof. TAN Hongtao (School of Accounting, SWUFE)

    Time: 2:00-4:00p.m., April 2nd , Monday

    Place: Room D301, Tongbo Building, Liulin Campus

    Sponsor: Academic Research Office, School of Accounting

    Introduction of the speaker:

    Matthias Dorrzapf graduated from Karlsruhe Polytechnic College, Germany. He graduated from Cambridge University with a PhD. He worked before Cambridge University and in the post-doctoral research position of Lihmann Physics Laboratory, Harvard University. At present, he has been a senior tutor of St. John's College of Cambridge University for 14 years. He is responsible for the teaching, education and scholarship work of 950 students in the College. He is also the director of international projects of the College, responsible for international cooperation and global scholarship projects of the College.

    Matthias Dorrzapf specializes in mathematics, especially probability theory, and extends to finance and economics. He studies risk management models such as credit risk, such as KMV model in cooperation with Deutsche Bank.

    Abstract:

    Risk and Capital Pricing

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