由厦门大学王亚南经济研究院与美国北卡罗莱纳大学夏洛特校区贝尔克商学院联合主办的2009风险管理与衍生产品国际研讨会会议将于7月4日拉开帷幕。会议将持续3天，力图在风险管理与衍生产品这个交叉性的领域为学术界与业界的顶级学者专家提供一个平台，以促进共享最新信息，探讨热点问题，探索领先技术，交流融合观点。
以下是本次会议的会议概要：
2009 PROGRAM SUMMARY
On Saturday, July 4, 2009, registration starts at 8:00am at the entrance to the Keli conference room for those participants who did not register on July 3 at the Lujiang Hotel.
|
July 4, 2009 |
|
Session |
Time |
Location |
Language |
Title of Session (No. of papers) |
Chair |
Session Speakers |
|
|
8:30am-8:45am |
Keli* |
English |
Opening Ceremony |
Z. Cai |
Y. Hong |
B. Sealey |
|
Keynote I |
8:45am-10:05am |
Keli |
English |
Keynote I (2) |
Z. Cai |
E. Ghysels |
W. K. Haerdle |
|
|
10:05am-10:40am |
Photo Taking in front of Jia-Geng Building 3 & Coffee Break at Economics Building |
|
Parallel 1A |
10:40am-12:10pm |
D109** |
English |
Option Markets (3) |
R. Buttimer |
K. C. Chan |
Y. S. Tian |
R. Buttimer |
|
Parallel 1B |
10:40am-12:10pm |
D309 |
English |
Financial Modeling (3) |
Y. Hong |
V. Corradi |
M. Schienle |
Y. Hong |
|
Parallel 1C |
10:40am-12:10pm |
D310 |
English |
Credit Default Swap (3) |
H. Lin |
G. Calice |
O. Okhrin |
H. Lin |
|
|
12:10pm-2:00pm |
Yifu Building |
Lunch |
|
Keynote II |
2:00pm-2:40pm |
D109 |
English |
Keynote II (1) |
W. Tian |
J. Wang |
|
Parallel 2A |
2:50pm-3:50pm |
D109 |
English |
Asset Pricing Model (2) |
R. Kimmel |
T. Wang |
R. Kimmel |
|
Parallel 2B |
2:50pm-3:50pm |
D309 |
English |
Risk Management (2) |
G. Urga |
S. Song |
G. Urga |
|
Parallel 2C |
2:50pm-3:50pm |
D310 |
English |
Mathematical Finance (2) |
V. Corradi |
Z. Liu |
Z. Song |
|
|
3:50pm-4:20pm |
|
Coffee Break |
|
Parallel 3A |
4:20pm-5:50pm |
D109 |
English |
Credit Risk and Risk Management (3) |
B. Sealey |
J. Huang |
Y. Li |
B. Sealey |
|
Parallel 3B |
4:20pm-5:50pm |
D309 |
English |
Analysis of Risk (3) |
Y. Ren |
T. Y. Cheng |
Y. He |
M.C. Lin |
|
Parallel 3C |
4:20pm-5:50pm |
D310 |
English |
Corporate Management (3) |
R. Chen |
R. Dai |
W. Xie |
X. C. Zhang |
|
|
6:00pm-8:30pm |
Yifu Building |
Dinner |
|
July 5, 2009 |
|
Session |
Time |
Location |
Language |
Title of Session (No. of papers) |
Chair |
Session Speakers |
|
Keynote III |
8:30am-9:50am |
D109 |
English |
Keynote III (2) |
R. Buttimer |
B. N. Lehmann |
S. Ott |
|
|
9:50am-10:20am |
|
Coffee Break |
|
Parallel 4A |
10:20am-11:50am |
D109 |
English |
Capital Allocation (3) |
B. Graham |
C. Bernard |
T. Lee |
S. Wu |
|
Parallel 4B |
10:20am-11:50am |
D309 |
English |
Market Volatility (3) |
L. Niu |
B.
Chen |
Y. Chen |
L. Lu |
|
Parallel 4C |
10:20am-11:50am |
D310 |
中文 |
Empirical Studies (实证研究) I (3) |
郑鸣 |
陈燕武 |
刘林 |
王开业 |
|
|
12:00pm-2:00pm |
Nanputuo Temple |
Lunch |
|
Parallel 5A |
2:00pm-3:30pm |
D109 |
English |
Housing and Subprime Crisis (3) |
T. Su |
X. An |
J. Jou |
T. Su |
|
Parallel 5B |
2:00pm-3:30pm |
D309 |
English |
Macro Finance (3) |
Y. Yuan |
X. Liu |
L. Niu |
Y. Yuan |
|
Parallel 5C |
2:00pm-3:30pm |
D310 |
English |
Default Risk and Financial Innovation (3) |
G. Chen |
H. Cao |
P.H. Chen |
H. Yan |
|
|
3:30pm-4:00pm |
|
Coffee Break |
|
Parallel 6A |
4:00pm-5:30pm |
D109 |
English |
Investor Risk Behavior (3) |
M. Lin |
X. Dong |
X. Li |
D. Luo |
|
Parallel 6B |
4:00pm-5:30pm |
D309 |
English |
Empirical Studies II (3) |
Y. Fang |
Q. Chen |
S. Feng |
X. Kong |
|
Parallel 6C |
4:00pm-5:30pm |
D310 |
中文 |
Operational Risk Management (风险管理) (3) |
陈灯塔 |
陶海映 |
王占海 |
庄文韬 |
邹辉文 |
|
|
6:00pm-8:30pm |
Seafood Restaurant |
Dinner |
|
July 6, 2009 |
|
|
8:00am-12:00pm |
|
Sightseeing |
|
|
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*: Keli: Keli conference room located on the third floor of the Keli Building (克立楼) of Xiamen University.
**：D109, D309 and D310 are rooms in the D section of the Economics Building of Xiamen University.
