应数学与统计学院的邀请，国际知名数量金融工程学者，著名风险度量方法“条件在险价值(CVaR)”的提出者之一，美国佛罗里达大学风险管理与金融工程实验室主任Stan Uryasev教授将于2012年12月5日至12月9日访问我校并作如下学术报告。

        报告题目：The Fundamental Risk Quadrangle in Risk Management, Optimization,and Statistical Estimation
        报告时间：2012年12月7日（星期五）下午4:00-5:30
        报告地点：主楼D-206 

        报告内容：
        Statistical estimation is inevitably a partner with risk management in handling hazard variables, which may be known only through a data base, but a much deeper connection has come to light with statistical theory itself, in particular regression. Very general measures of error can associate with any hazard variable a “statistic” along with a “deviation” which quantifies the variable’s nonconstancy. Measures of deviation, on the other hand, are known to be paired closely with measures of risk exhibiting aversity. A direct correspondence can furthermore be identified between measures of error and measures of regret, or its flip side as utility. The fundamental quadrangle of risk developed here puts all of this together in a unified scheme. 

        报告人简介：
        Stan Uryasev教授是金融风险管理领域最著名的国际学者之一，出版专著三本，在“The Journal of Banking and Finance”， “The Journal of Risk”等国际著名学术期刊上发表论文120余篇。于2000年所发表的论文《Optimization of Conditional Value-at-Risk》单篇被引用次数达2039次， 2002年所发表的论文《Conditional Value-at-Risk for General Loss Distributions》的单篇被引次数也达1324次。Stan Uryasev教授在学术交流上亦非常活跃，他本人已发起、组织了8届国际金融风险管理会议，并经常被邀访问其它名校作学术报告。他是《Journal of Risk》杂志的主编，同时担任《Journal of Global Optimization》，《Journal of Risk Management in Financial Institutions》，《Journal of Risk Finance》等国际著名学术期刊的副主编。

        欢迎各位有兴趣的师生参加！ 

                                                                           数学与统计学院
                                                                           2012年11月29日