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[其他] [推荐][转帖]精彩:陈琳谈郎咸平、学术和自己(摘录) [推广有奖]

21
lxl0471 发表于 2008-12-23 09:09:00
不管用什么技术,能够较好的解决问题就是好技术

22
yankunlin 发表于 2008-12-23 09:12:00
为什么一定要靠炒作才能,悍!

23
paradoxbirdy 发表于 2008-12-23 09:25:00
这个陈某人学了不少,却不知道“阳光下没有新鲜事”的事实,太可惜了。

24
zhangchp 发表于 2008-12-23 09:40:00
一看就知道陈琳这个人是做学术研究的,因为大家都不知道他。但是,在某种特定时期,我们需要某种呐喊的人,一味的沉默研究。。。

25
sthelen 发表于 2008-12-23 11:44:00
精辟! 听君几句话, 胜读十年书 (指关于学术部分).

26
cufeuibe 发表于 2008-12-23 14:17:00

原来也不知道谁是陈琳

原来这样

27
猪八戒的春天 发表于 2008-12-24 09:54:00
不认识陈琳!请问有没有他的简介?

28
tsfh 发表于 2008-12-24 21:22:00

Lin Chen is a Harvard-educated economist.


In 1994, Dr. Chen developed then the first and now the semi classic three factor model of the term structure of interest rates. Different variants of Chen model are being used in financial institutions worldwide. In this centennial review of modern finance (Continuous-Time Methods in Finance: A Review and an Assessment (http://ideas.repec.org/p/fth/colubu/00-03.html)), Lin Chen is listed along with Robert C. Merton, O. Vesicek, John C. Cox, Stephen A. Ross, Darrell Duffie, John Hull, Robert A. Jarrow, and Francis Longstaff as a leading scholar in term-structure modeling.

Another contribution of Dr. Chen to the financial industry and academia is to develop the so-called Modeling without Programming techniques. Specifically, Prof. Chen invented sophisticated techniques to implement advanced algorithms and models in financial engineering, computational finance and actuarial science, (such as Monte Carlo simulations, EVT, Copulas, and MCMC) in Excel spreadsheets using Excel’s functions only. These advanced models are normally implemented by serious programming tools such as C, JAVA or Matlab. Prof. Chen’s contribution makes it possible for those who can’t code to learn advanced models in finance and insurance.

Besides being a practitioner and academic in finance, Prof. Chen is also a talented physicist and accomplished artist. In 2002, Lin Chen made a national headline in his home country as a highest paid college president in China. However, his ambitious campaign to introduce American style college to China was aborted abruptly as he fell a victim of bad journalism in China.


[edit] References Jessica James and Nick Webber (2000). Interest Rate Modeling. Wiley Finance.  Rajna Gibson,François-Serge Lhabitant and Denis Talay (2001). Modeling the Term Structure of Interest Rates: A Review of the Literature. RiskLab, ETH.  Sunderasan. Continuous-Time Methods in Finance: A Review and an Assessment (http://ideas.repec.org/p/fth/colubu/00-03.html). 

[edit] See also Financial engineering Mathematical finance Retrieved from "http://en.wikipedia.org/wiki/Lin_Chen" Categories

29
sthelen 发表于 2008-12-25 22:34:00
哪个高人科普一下:什么叫‘基于主体建模“?

30
031217 发表于 2008-12-26 12:47:00
不大认识此人

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