2018年度
Math-Fi seminar on 25 Oct.
2018.10.23 Tue up
- Date: 25 Oct. (Thu.)
- Place: W.W. 6th-floor, Colloquium Room
- Time: 16:30-16:50
- Speaker: Masahiro Kinuya (Ritsumeikan University)
- Title: Euler-Maruyama type approximation of stochastic PDEs by orthogonal random variables
- Time: 16:50-17:10
- Speaker: Yuta Nakamura (Ritsumeikan University)
- Title: Approximation of Heston model by a lattice on 3-dimensional Heisenberg group
- Time: 17:10-17:30
- Speaker: Yuki Semba (Ritsumeikan University)
- Title: Polya Urn Binomial Model for Option Price
- Time: 17:30-17:50
- Speaker: Tsuyoshi Kinoshita (Ritsumeikan University)
- Title: Default Contagion with Domino Effect as a Point Process
- Time: 17:50-18:10
- Speaker: Shuji Tamada (Ritsumeikan University)
- Title: Thermodynamic Approach to Whole-Life Insurance: An Evaluation Method of Surrender Risk