| □2010.11.26 15:00-16:30 開催 |
| BSDE and Defaultable Claims (後向き確率微分方程式とデフォルトのある債権 ) |
| 講演者：Dr. Azmi Makhlouf, CSFI, Osaka University (JP) |
Abstract:
I will first give a general introduction to the theory of BSDE (Backward Stochastic Differential Equations) and their applications.
Then. more specifically, I will present some recent works dealing with the use of BSDE for hedging in defaultable markets.
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