数理ファイナンスセミナー

Math-Fi seminar on 23 May

2019.05.21 Tue up
  • Date: 23 May (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Arturo Kohatsu-Higa (Ritsumeikan University)
  • Title: Continuity problems
 

Math-Fi seminar on 2 May

2019.04.30 Tue up
  • Date: 2 May (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Yuta Ishigaki (Cosmedia. Co., Ltd)
  • Title: Job of System engineer

Math-Fi seminar on 25 Apr.

2019.04.22 Mon up
  • Date: 25 Apr. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Tomooki Yuasa (Ritsumeikan University)
  • Title: Introduction to parametrix method

Math-Fi seminar on 11 Apr.

2019.03.27 Wed up
  • Date: 11 Apr. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: David Nualart (Universitat de Barcelona & Kansas University)
  • Title: Stein’s method for normal approximations

Math-Fi seminar on 28 Mar.

2019.03.27 Wed up
  • Date: 28 Mar. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: David Nualart (Universitat de Barcelona & Kansas University)
  • Title: A brief introduction to Malliavin calculus

Math-Fi seminar on 14 Mar.

2019.03.11 Mon up
  • Date: 14 Mar. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Katsushi Nakajima (Ritsumeikan Asia Pacific University)
  • Title: Commodity Spot and Futures Prices under Supply, Demand, and Financial Trading
  • Reference: “https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2603946“

Math-Fi seminar on 15 Feb.

2019.02.18 Mon up
  • Date: 15 Feb. (Fri.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Antoine Lejay (Institut Élie Cartan de Lorraine)
  • Title: Rough paths (the final lecture)

Math-Fi seminar on 14 Feb.

2019.02.18 Mon up
  • Date: 14 Feb. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:30
​
  • ​First speaker: Antoine Lejay (Institut Élie Cartan de Lorraine)
  • Title: rough paths (the second lecture)
​
  • Second speaker: Takafumi Amaba (Fukuoka University)
  • Title: On the regularity of time occupation functionals for Gaussian processes
  • Abstract:
We are interested in the order of Sobolev space $\mathbb{D}_{2}^{\alpha}$ for which Wiener functional functional $ \int_{0}^{t} \Lambda ( X_{s}, \dot{X}_{s} ) \mathrm{d}s $ belongs to, where $\Lambda$ is a Schwartz distribution on $\mathbb{R}^{2}$ and $X = (X_{t})_{t \in \mathbb{R}}$ is a centered stationary Gaussian process satisfying some conditions. This class of functionals cover the cases of time-occupational functionals and level crossings. Joint work with Marie Kratz.
 

Math-Fi seminar on 12 Feb.

2019.02.18 Mon up
  • Date: 12 Feb. (Tue.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Antoine Lejay (Institut Élie Cartan de Lorraine)
  • Title: Rough paths (the first lecture)

Math-Fi seminar on 10 Jan.

2019.01.08 Tue up
  • Date: January 10th (Thu.), 17th (Thu.), 18th (Fri.) and 24th (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Reiichiro Kawai (University of Sydney)
  • Title: time series analysis

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