| Date/Time | Workshop | Speakers | Title |
| 17/06 | |||
| 8h-9h | Reception | ||
| 9h-9h30 | Openning | Prof. Ngô Bảo Châu | |
| 9h30-9h45 | Nguyễn Xuân Dương (VPCP) | ||
| 9h45-10h00 | Vũ Bằng (SSC) | ||
| 10h00-10h15 | Trần Đắc Sinh (HSX) | ||
| 10h15-10h30 | Trần Văn Dũng (HNX) | ||
| 10h30-10h45 | Trần Phương (BIDV) | Sponsor representative | |
| 10h45-11h20 | Plenary talk 1 | Pham Xuan Huyen (JVN) | Mathematical modeling in finance: state of the art, challenges and opportunities |
| 11h20-12h00 | Plenary talk 2 | Pham Hi Duc (JVN) | Arrows in the Storm: what math lessons have Quants, Traders and Central Bankers in Western economies learned from the sequence of crises since 2007 |
| Panel 1 | Necessity, benefits of derivative and derivative market in Vietnam | ||
| 13h30-13h50 | Nguyễn Sơn (SSC) | ||
| 13h50-14h10 |
1.1 |
Bùi Thúy Hằng (Central bank) | The necessity of derivative market from the point of view of the Central bank |
| 14h10-14h30 |
1.2 |
Trần Phương (BIDV) | The necessity of derivative market from the point of view of commercial banks |
| 14h30-15h00 |
1.3 |
Nguyễn Trung Lập (JVN) | What is a derivative product? How is it priced and traded? Benefits can for investor expected? |
| 15h00-15h15 | break | ||
| 15h15-15h45 |
1.4 |
Phạm Phú Khôi (ACBS) | How derivative products are demanded and tracsacted in local financial institutions |
| 15h45-16h15 |
1.5 |
Nguyễn Xuân Sơn (Stand. Chart.) | Practical use of structure product in investment banks |
| 16h15-16h45 |
1.6 |
Nguyễn Quang (JVN) | The risks of derivative market |
| 18/06 | Panel 2 | What Conditions for a Healthy Derivative Securities Market in Vietnam? | |
| 8h-8h20 |
2.1 |
Đỗ Ngọc Quỳnh (VBMA) | Conditions for a derivative market from the point of view of VBMA |
| 8h20-8h50 |
2.2 |
Dương Đặng Xuân Thành (JVN) | Technical/mathematic conditions in Vietnam |
| 8h50-9h35 |
2.3 |
TS. Cấn Văn Lực (BIDV) | (Economic conditions for a derivative market in Vietnam) |
| 9h35-10h00 | break | ||
| 10h00-10h30 |
2.4 |
Nguyễn Hoàng Anh | Regulation of a derivative market – Vietnam and International countries |
| 10h30-11h00 |
2.5 |
Mai Hữu Minh | Derivatives Markets Requirements |
| 11h00-11h30 |
2.6 |
Đặng Ngọc Minh (JVN) | Option Pricing and Hedging in the Presence of Liquidity Risk. |
| Panel 3 | Can we transpose Western models to Vietnam? If no, which mathematical models would be needed or adapted? | ||
| 13h30-14h10 |
3.1 |
Nguyễn Trung Lập (JVN) | Interaction between Financial Derivatives with Insurance and its applications into Vietnamese Derivatives Markets |
| 14h10-14h30 |
3.2 |
Nguyễn Quang (JVN) | Empirical finding of Vietnamese stock market and their impact on derivative pricing – Volatility estimation |
| 14h30-15h10 |
3.3 |
Đặng Ngọc Minh (JVN) | Option pricing and hedging with cross assets – The case of non-traded asset and no-short-sales constraint |
| 15h10-15h40 | break | ||
| 15h40-16h10 |
2.4 |
Dương Đặng Xuân Thành (JVN) | Heston hedging/derivative pricing in no short-sale market/or low liquidity |
| 16h10-16h40 |
2.5 |
Hà Bình Minh (UT – Hanoi) | Risk in insurance market |
| 19/06 | Panel 4 | State-of-the-Art in Mathematics & Quantitative Finance for Derivative Securities? Mainstreams of Research? What Vietnam can do now? | |
| 8h-8h30 |
4.1 |
Pham Xuan Huyen (JVN) | A semi-Markov model for market microstructure |
| 8h30-9h00 |
4.2 |
Nguyễn Đức Khương (IPAG Business School) | Diversification benefits and strategic portfolio allocation across asset classes |
| 9h-9h30 |
4.3 |
Nguyễn Thịnh (US-VNUHN) | to be added |
| 9h30-10h00 | break | ||
| 10h00-10h40 |
4.4 |
Ngô Minh Mẫn (JVN) | Vietnamese option pricing with jumps |
| 10h40-11h20 |
4.5 |
Lê Trung Thành (UEL-VNUHCM) | TDCC_on_emerging_markets |
| Panel 5 | Human Resource needed and What can Universities do to supply for Derivative Securities and Risk Management in Vietnam? | ||
| 13h30-14h00 |
5.1 |
to be confirmed | to be added |
| 14h00-14h30 |
5.2 |
to be confirmed | How financial mathematic is teached and researched in VN |
| 14h30-15h00 |
5.3 |
Hà Bình Minh (UT – Hanoi) | Interactions between academia and professionals – What professionals are looking for academician |