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[기계전공대학원세미나] (10월 23일) Financial Engineering and Risk Management
1. 제 목 : Financial Engineering and Risk Management
2. 일 시: 2009년 10월 23일 (금) 16:30-17:30
3. 연 사 : 한철우 박사(CMPR 대표이사)
4. 장 소 : 301동 105호 강의실
5. 연사약력 :
- CEO at CMPR
- Ph.D. in Management Engineering at KAIST
- M.S. in Mechanical Engineering at SNU
- B.S. in Applied Chemistry at SNU
6. 내용요약 :
Financial engineering is a relatively young discipline that has its roots in classical science and engineering. Unlike the latter disciplines, financial engineering does not have universal laws like Newton's or scientific constants like Boltzmann's, but rather attempts to model human behavior; as we all know, human behavior is ultimately transient and unpredictable, and therefore mathematical models and techniques used in finance are limited in their predictive power. These raise particularly unique challenges of both an intellectual and practical nature. In this talk we present, to an engineering audience, the basic elements of modern financial engineering, talk about its connections to traditional engineering and applied sciences---for example, the well-known Black-Scholes equations for options pricing is similar to the governing equations typical in mechanics---and discuss some practical aspects of the transition from traditional engineering to financial engineering.
7. 문 의 : 기계항공공학부 박종우 교수(☏ 880-7133)
2. 일 시: 2009년 10월 23일 (금) 16:30-17:30
3. 연 사 : 한철우 박사(CMPR 대표이사)
4. 장 소 : 301동 105호 강의실
5. 연사약력 :
- CEO at CMPR
- Ph.D. in Management Engineering at KAIST
- M.S. in Mechanical Engineering at SNU
- B.S. in Applied Chemistry at SNU
6. 내용요약 :
Financial engineering is a relatively young discipline that has its roots in classical science and engineering. Unlike the latter disciplines, financial engineering does not have universal laws like Newton's or scientific constants like Boltzmann's, but rather attempts to model human behavior; as we all know, human behavior is ultimately transient and unpredictable, and therefore mathematical models and techniques used in finance are limited in their predictive power. These raise particularly unique challenges of both an intellectual and practical nature. In this talk we present, to an engineering audience, the basic elements of modern financial engineering, talk about its connections to traditional engineering and applied sciences---for example, the well-known Black-Scholes equations for options pricing is similar to the governing equations typical in mechanics---and discuss some practical aspects of the transition from traditional engineering to financial engineering.
7. 문 의 : 기계항공공학부 박종우 교수(☏ 880-7133)