Organizers:
Jiro Akahori (Ritsumeikan University, Research Center for Finance)
Masafumi Hayashi (University of the Ryukyus)
Arturo Kohatsu-Higa (Ritsumeikan University, Research Center for Finance)
Josef Teichmann (ETHZ)
Masayuki Uchida (Osaka University)
Venue:
Okinawa Seinen Kaikan (沖縄青年会館)
Okinawa Seinen Kaikan
Directions to the hotel : Toyoko Inn (Hotel Website)
Dates:
October 26th - November 1st, 2013.
Main Organization: CREST (JST)
Colaborations: Ritsumeikan University, Osaka University, University of the Ryukyus, Stochastic Group of ETH, Japan Science and Technology Agency
Objectives:
This workshop has as a goal to present recent advances in model building, model valuation and validation, statistics of stochastic processes and risk measurements. We also plan to organize a special session on jump processes. We would also like to allow for synergies between different fields and we hope that this could be achieved through your active participation in the workshop.
Invited
Speakers
|
Yacine
Ait-Sahalia |
Princeton
University, USA |
|
Konstantin
Borovkov |
University
of Melbourne, Australia |
|
Christa
Cuchiero |
University
of Vienna, Austria |
|
Noufel
Frikha |
Universite
Paris VII, Denis Diderot, France |
|
Takahiko
Fujita |
Chuo
University, Japan |
|
Paul
Gassiat |
TU
Berlin, Germany |
|
Jim
Gatheral |
City
University of New York, USA |
|
István
Gyöngy |
University
of Edinburgh, UK |
|
Antoine
Jacquier |
Imperial
College London, UK |
|
Ahmed
Kebaier |
Université
Paris Nord 13, France |
|
Kyoung-Kuk
Kim |
KAIST
Daejeon, KOREA |
|
Naoto
Kunitomo |
University
of Tokyo, Japan |
|
Antoine
Lejay |
INRIA,
France |
|
Andrea
Macrina |
King's
College London, UK |
|
Makoto
Maejima |
Keio
University, Tokyo |
|
Hiroki
Masuda |
Kyushu
University, Japan |
|
Hideo
Nagai |
Kansai
University, Japan |
|
Alexander
Novikov |
University
of Technology Sydney, Australia |
|
Harald
Oberhauser |
TU
Berlin, Germany |
|
Mark
Podolskij |
Universität
Heidelberg, Germany |
|
B.L.S.
Prakasa Rao |
Indian
Statistical Institute, India |
|
Oleg
Reichmann |
ETH
Zürich, Switzerland |
|
Klaus
Ritter |
TU
Kaiserslautern, Germany |
|
Jun
Sekine |
Osaka
University, Japan |
|
Shuenn-jyi
Sheu |
National
Central University, Taiwan |
|
Takaaki
Shimura |
Institute
of Statistical Mathematics, Japan |
|
Thomas
Simon |
Université
Lille 1, France |
|
Michael
Sørensen |
University
of Copenhagen, Denmark |
|
Josef
Teichmann |
ETH
Zürich, Switzerland |
|
Hideatsu
Tsukahara |
Seijo
University, Japan |
Young Researchers
|
Yuri
Imamura |
Ritsumeikan
University, Japan |
|
Libo
Li |
Ritsumeikan
University, Japan |
|
Teppei Ogiwara |
Osaka
University, Japan |
Abstracts: pdf
Program
Full Information Pamphlet
last update: Oct. 23st, 2013
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