作曲：小胡　作詞：Jim　


吹熄了火後
兩秒變得黑暗
歡呼倒數後
老友也祝福我
慶祝過 每年來到這天都使我想起我 已成年

蠟燭都已經吹熄過 我大個會愛上別人麼
一生有很多個 不個不喜愛 喜歡我的那一個
長大後我想出眾但其他幾個比我出色很多
秘密去許願 數十個都未如願

今天我生日
有很多禮物
應該有一份
放進這秘密
我不愛 皮鞋電腦與恤衫西褲只喜愛 鐵甲人

完結了這個派對
朋友也通通離去
遺下我將這個蠟燭點起了再吹
無伴唱的生日歌
別唱得太過行貨
無伴侶好友別了 今晚大概只得到我一個
長大後我想出眾但其他幾個比我出色很多
秘密去許願 數十個都未如願

今天我生日 拆了這禮物 當中有一份 叫 現實

Current    Waterloo ON

April 26   Tiverton ON

April 29   Vancouver BC

May 3      Hong Kong

May 9     Taipei, Taiwan

May 12    Hong Kong

May 15    Tokyo, Japan

May 20    Osaka, Japan

May 24    Hong Kong

June 6      Vancouver BC

June 12    Toronto ON

June 14   Waterloo ON

June 15   Ottawa ON

June 18   Montreal QC

June 20   Quebec City QC

June 23   Toronto ON

finally... it's my last term of study again.... the past month is okay... schoolwork is busy as usual 'coz i'm taking 4 courses.. haha... i just need 2 more courses to graduate but i'm taking 4 grad courses!!! which is equivalent to 8 undergrad courses!!! LOL... in fact i'm thinking to change 2 of them to audit so workload won't be too heavy~~~ but i'm still considering which 2....

ACTSC 846 - Mathematical Models in Finance

Mathematical techniques used to price and hedge derivative securities in modern finance. Modelling, analysis and computations for financial derivative products, including exotic options and swaps in all asset classes. Applications of derivatives in practice.

Basic optimization: quadratic minimization subject to linear equality constraints; Efficient portfolios: the efficient frontier, the capital market line, Sharpe ratios and threshold returns; Practical portfolio optimization: short sales restrictions, target portfolios, transactions costs; Quadratic programming theory; An overview of such algorithms will be presented with computational results from commercial problems.

CS 676 - Numeric Computation For Financial Modelling

Modern finance now requires use of sophisticated computational tools for pricing and hedging derivative contracts, and for optimizing portfolio allocation. In this course, we will study a variety of numerical algorithms for carrying out these tasks, such as Monte Carlo methods, binomial trees, numerical partial differential equations, and constrained optimization. It provides students an overview of modern numerical algorithms for use in financial applications.

ECON 659 - Real Options and Investment Under Uncertainty

This course considers the application of option concepts from finance to valuing real assets and investment opportunities. The focus is on using real options theory and methodology to value investments characterized by uncertainty, irreversibility, and flexibility in the timing of irreversible expenditures. The course begins with an introduction to stochastic processes, Ito's Lemma, the Black‐Scholes equation, contingent claims analysis and dynamic programming. Methods to solve simple option value problems will be presented, such as binomial trees and Monte Carlo simulation.