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Program

CREST and Sakigake International Symposium
Asymptotic Statistics, Risk and Computation in Finance and Insurance
December 14th (Tue) - December 18th (Sat), 2010

 Dec. 14th (Tue)
 Asymptotic Expansions and Financial Models 
 Dec. 15th (Wed)  Statistics and Computation
 Dec. 16th (Thu)  Derivatives
 Dec. 17th (Fri)  Credit Risk
 Dec. 18th (Sat)  Risk and Computational Finance

Symposium Brochure

Symposium Photos
December 14th, 2010 (Tue) 9:30-16:30, 17:00-19:00 Welcome Party
Day 1: Asymptotic Expansions and Financial Models
Time Schedule  Chairman: Masaaki Fukasawa (ETH Zurich / Osaka University)
 09:30 - 10:00  Opening Remarks 
 10:00 - 11:00  Lane P. Hughston [Slides]
 11:00 - 12:00  Valentin Konakov [Slides, Slideshow(zipped ppsx file)]
 12:00 - 13:00  Lunch Time
 13:00 - 14:00  Joerg Kampen [Slides]
 14:00 - 15:00  Yasufumi Osajima [Slides]
 15:00 - 15:30  Coffee Break
 15:30 - 16:30  Roger Lee [Slides]
 16:30  Closing
 17:00 - 19:00  Welcome Party
December 15th, 2010 (Wed) 9:30-17:00
Day 2: Statistics and Computation
Time Schedule   Chairman: Yasutaka Shimizu (Osaka University)
 09:30 - 10:30  Nakahiro Yoshida [Slides]
 10:30 - 11:30  Masayuki Uchida
 11:30 - 12:30  Stefano Iacus (I) [Slides]
 12:30 - 13:30  Lunch Time
 13:30 - 14:30  Hiroki Masuda [Slides]
 14:30 - 15:30  Shigeo Kusuoka [Slides]
 15:30 - 16:00  Coffee Break
 16:00 - 17:00  Syoiti Ninomiya [Slides]
 17:00  Closing
December 16th, 2010 (Thu) 9:30-12:30, 12:30-18:00 Excursion
Day 3: Derivatives
Time Schedule   Chairman: Lane P. Hughston (Imperial College London)
 09:30 - 10:30  Yumiharu Nakano [Slides]
 10:30 - 11:30  Takuji Arai [Slides]
 11:30 - 12:30  Steven Kou [Slides]
 12:30  Closing
 12:30 - 18:00  Excursion
December 17th, 2010 (Fri) 9:30-17:00
Day 4: Credit Risk
Time Schedule   Chairman: Takashi Ohmoto (Nomura Securities Global Quantitative Research)
 09:30 - 10:30  Marek Rutkowski [Slides]
 10:30 - 11:30  Ying Jiao [Slides]
 11:30 - 12:30  Stéphane Crépey [Slides]
 12:30 - 13:30  Lunch Time
 13:30 - 14:30  Xin Guo [Slides]
 14:30 - 15:30  Wolfgang Runggaldier [Slides, Figure]
 15:30 - 16:00  Coffee Break
 16:00 - 17:00  Wanmo Kang [Slides]
 17:00  Closing
 18:00 - 21:00  Symposium Dinner
December 18th, 2010 (Sat) 9:30-17:00
Day 5: Risk and Computational Finance
Time Schedule   Chairman: Yumiharu Nakano (Tokyo Institute of Technology)
 09:30 - 10:30  Yukio Muromachi [Slides]
 10:30 - 11:30  Sébastien Hitier [Slides]
 11:30 - 12:30  Yuji Umezawa [Slides]
 12:30 - 13:30  Lunch Time
 13:30 - 14:30  Masahiko Egami [Slides]
 14:30 - 15:30  William Shaw [Slides]
 15:30 - 16:00  Coffee Break
 16:00 - 17:00  Stefano Iacus (II) [Slides]
 17:00  Closing Remaks

Welcome Party/Excursion/Symposium Dinner

We are planning to hold the Welcome Party on December 14th 2010 from 5 p.m., the Excursion on December 16th 2010 from 12 p.m., and the Symposium Dinner on December 17th 2010 from 6 p.m.
If you would like to attend the welcome party, the excursion or the symposium dinner, please contact us.
Click here!

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