CREST | 複雑な金融商品の数学的構造と無限次元解析 Mathematical structure of complex financial products and infinite dimensional analysis 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.
CRESTスクールとは、日本の数理ファイナンスの向上に貢献するため不定期で開催しています。 主に、世界的に活躍する著名な先端研究者を招聘し最新の研究成果を発表して頂き、研究促進及び若手研究者育成の為に行っております。

□2010.06.23, 7.7 開催
Title: Monte Carlo Likelihood-based Inference for Diffusions
Speaker: Prof. Dr. Omiros PAPASPILIOPOULOS, Assistant Professor in the Dept. of Economics and Business and Ramon y Cajal Research Fellow at the Universitat Pompeu Fabra

□2010. 01.15,18,20 開催
Title: The Lent Particle Method
Speaker: Prof. Dr. Samy Tindel, University of Nancy

□2010.12.22, 23 開催
Title: Stochastic model for the carbone emissions market: well-posedness and qualitative behavior
Speaker: Prof. Dr. Francois Delarue, Department de Mathematiques, Universite de Nice

□2010.06.23, 7.7 開催
Title: Rough Path Analysis
Speaker: Prof. Dr. Samy Tindel, University of Nancy

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Last update Nov. 20, 2013
 Copyright (C) 2010 Team Kohatsu (JST/CREST)  Research Center for Finance, Ritsumeikan University