CREST|複雑な金融商品の数学的構造と無限次元解析
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開催日程一覧
□2011.03.07 16:00~18:00
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
BSDE and Defaultable Claims
講演者:Dr. Azmi Makhlouf, CSFI, Osaka University (JP)
□2010.11.26 16:30-18:00
Numerical Algorithms for Backward Stochastic Differential Equations: Convergence and Simulations
講演者: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
A Mathematical Model for Multi-Name Credit Based on Community Flocking
講演者:Dr. Kiseop Lee, Dept. of Mathematics, University of Louisville (US)
□2010.02.16
An Alternative to Stochastic Volatility Model
講演者:Dr. Andrea Macrina, Dept. of Mathematics, King's College London (UK)
□2009.12.18 16:30-
Portfolio Optimization with Discrete Proportional Transaction Costs under Stochastic Volatility
講演者:Dr. Ha-Young Kim, Dept. of Mathematics, Purdue University (US)
CREST Seminar
In CREST Seminar, we invite domestic and overseas researchers so that recent developments in mathematical finance are exposed. CREST Seminar aims to promote research in the financial industry and to foster younger researchers.

 
Center for the Study of Finance and Insurance (CSFI), Osaka University 
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