Prof. Oldrich Vasicek, a founding partner of KMV Corporation (now Moody’s KMV) will visit Wang Yanan Institute for Studies in Economics (WISE) and School of Economics (SOE), XiamenUniversity in October 2011. During his visit, Prof. Vasicek will give a keynote speech in the Workshop in Fixed Income and Bond Markets on October 14, titled “Term Structure Models”, and a lecture in the Forum for Risk Management on October 15, titled “Structural Models in Credit Valuation: The KMV Experience”. The two day events are jointly held by WISE, SOE and Ministry of Education Key Laboratory in Econometrics, XiamenUniversity.
A native of the CzechRepublic, Prof. Vasicek holds a Ph.D. in probability theory from CharlesUniversity in Prague. Dr. Vasicek is a founding partner of KMV Corporation and has served as Special Adviser to Moody’s KMV. In his early career, he was Vice President in the Management Science Department of Wells Fargo Bank. His academic appointments included five years of teaching graduate finance at the University of Rochester, the University of California at Berkeley, and at Ecole Supérieure des Sciences Economiques et Commerciales (ESSEC) in France.
Prof. Vasicek works in mathematical finance, particularly on development of quantitative models of firms, financial instruments and financial markets. He has published over 30 articles in financial and mathematical journals and has received a number of honors, including the Graham and Dodd Award, the Roger F. Murray Prize, the Award of the Institute for Quantitative Research in Finance, the IAFE Financial Engineer of the Year Award, and the Risk Magazine Lifetime Achievement Award. He has been inducted into the Derivatives Strategy Hall of Fame, the Fixed Income Analysts Society Hall of Fame, and the Risk Magazine Hall of Fame. His theory of the term structure of interest rates is generally recognized as a genesis of this field in finance.
For more infomantion about Wang Yanan Institute for Studies in Economics (WISE), please visit: www.wise.xmu.edu.cn.
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