CREST|複雑な金融商品の数学的構造と無限次元解析
本文へジャンプ
CREST Schools are held as a showcase for recent contributions to advancement of mathematical finance research in Japan and abroad.
World-class eminent researchers will be often invited to give a series of presentations of the latest findings in their research, so that new fields of research are introduced in Japan. Everybody interested is encouraged to participate.
□2010.01.15.18.20 開催
The Lent Particle Method (ポアソン測度やレヴィーに関するディリクレー形式)
講演者:Prof. Dr. Laurent DENIS, Directeur, Département de Mathématiques, Université d'Évry-Val-d'Essonne

□2011.12.22.23 開催
Stochastic model for the carbon emissions market: well-posedness and
qualitative behavior
講演者:Prof. Dr. Francois Delarue, Département de Mathématiques, Université de Nice

□2012.01.12.13.20 開催
Rough Path Analysis
講演者:Prof. Dr. Samy Tindel, University of Nancy

開催日程一覧
□2010.06.23.16.20 開催
Monte Carlo Likelihood-based Inference for Diffusions (モンテ・カルロによる尤度に基づいた拡散過程の推測)
講演者:Prof. Dr. Omiros PAPASPILIOPOULOS, Assistant Professor in the Dept. of Economics and Business and Ramon y Cajal Research Fellow at the Universitat Pompeu Fabra

CREST School



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