□2011.03.07 16:00~18:00 開催 |
Smoothness and Asymptotic Estimates of Densities for SDEs with Locally
Smooth Coefficients |
講演者:Prof. Dr. Stefano De Marco, CERMICS - Ecole des Ponts ParisTech (FR) |
□2010.11.26 15:00~16:30 開催 |
BSDE and Defaultable Claims |
講演者:Prof. Dr. Azmi Makhlouf, CSFI, Osaka University (JP) |
□2010.11.26 16:30~18:00 開催 |
Numerical Algorithms for Backward Stochastic Differential Equations: Convergence
and Simulations |
講演者:Prof. Dr. Mingyu Xu, Institute of Applied Mathematics, Academy of Mathematics
and Systems Science, Chinese Academy of Sciences (CN) |
□2010.05.11 16:20~17:50 開催 |
A Mathematical Model for Multi-Name Credit Based on Community Flocking |
講演者:Dr. Kiseop Lee, Department of Mathematics, University of Louisville
(US) |
□2010.02.16開催 |
An Alternative to Stochastic Volatility Model (確率ボラティリティのようなモデルについて) |