数理ファイナンスセミナー

Math-Fi seminar on 24 Nov.

2016.11.21 Mon up
  • Date : 24 Nov. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time : 16:30-18:00
  • Speaker: Reiichiro Kawai (Sydney)
  • Title: Computable Bounding Functions for Expectation, Boundary Value and Obstacle Problems
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Math-Fi seminar on 17 Nov.

2016.11.16 Wed up
  • Date : 17 Nov. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time : 16:30-18:00
  • Speaker: Yunxuan Liu (Monash University)
  • Title: TBA

Math-Fi seminar on 3 Nov.

2016.10.31 Mon up
  • Date : 3 Nov. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time : 16:30-18:00
  • Speaker: Paul-Eric Chaudru de Raynal (Savoie)
  • Title: Regularization by noise : degenerate and McKean-Vlasov cases. ≫ 続きを読む

Math-Fi seminar on 27 Oct.

2016.10.26 Wed up
  • Date : 27 Oct. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time : 16:30-18:00
  • Speaker:Lewis Ramsden (Liverpool university)  
  • Title: TBA

Math-Fi seminar on 20 Oct.

2016.10.14 Fri up
  • Date : 20 Oct. (Thu.) 
  • Place: W.W. 6th-floor, Colloquium Room
  • Time : 16:30-18:00
  • Speaker: Johannes Ruf (LSE) 
  • Title: Convergence of local supermartingales and Novikov-Kazamaki type conditions for processes with jumps 
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Math-Fi seminar on 13 Oct.

2016.10.12 Wed up
  • Date : 13 Oct. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time : 16:30-18:00
  • Speaker:  Seiichiro Kusuoka(Okayama University)
  • Title: Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation
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Math-Fi seminar on 6 Oct.

2016.10.04 Tue up
  • Date : 6 Oct. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time : 16:30-18:00
  • Speaker:  Marcel Braeutigam
  • Title: Detecting changes in extremal dependence
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Math-Fi seminar on 29 Sep.

2016.09.28 Wed up
  • Date : 29 Sep. (Thu.)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30-18:00
  • Speaker:  Takafumi Amaba(Ritsumeikan university)
  • Title: Distributional Ito’s formula and regularization of generalized Wiener functionals

Math-Fi seminar on 8 Sep.

2016.09.05 Mon up
  • Date : 8 Sep. (Thu.)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30-18:00
  • Speaker:  Simona Sanfelici(University of Parma)
  • Title: FAST NUMERICAL PRICING OF BARRIER OPTIONS UNDER STOCHASTIC VOLATILITY AND JUMPS
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Math-Fi seminar on 25 Aug.

2016.08.23 Tue up
  • Date : 25 Aug. (Thu.)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30-18:00
  • Speaker:  Yuri Imamura(Tokyo university of science)
  • Title: The Value of Timing Risk
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