数理ファイナンスセミナー

Math-Fi seminar on 6 Nov.

2014.11.02 Sun up
  • Date : 6 Nov. (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30 – 18:00
  • Speaker: Jorge Clarke (Universided del Bio-Bio)
  • Title: Potential Theory for random fields and Hitting times for the stochastic wave equation with fractional colored noise
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Math-Fi seminar on 30 Oct.

2014.10.25 Sat up
  • Date : 30 Oct. (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30 – 18:00
  • Speaker: Dmitry Ivanenko
  • Title: LA(M)N property for Markov models
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Math-Fi seminar on 23 Oct.

2014.10.20 Mon up
  • Date : 23 Oct. (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30 – 18:00
  • Speaker: Tomoki Nakai (Ritsumeikan University) 
  • Title: Survey on Semiclassical approximation in stochastic control by Chaiworawitkul et al.

Math-Fi seminar on 16 Oct.

2014.10.13 Mon up
  • Date : 16 Oct. (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30 – 18:00
  • Speaker: Arturo Kohatsu-Higa (Ritsumeikan University)
  • Title: Parametrix for Levy driven SDEs

Math-Fi seminar on 9 Oct.

2014.10.05 Sun up
  • Date : 9 Oct. (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30 – 18:00
  • Speaker: Hideyuki Tanaka (Ritsumeikan university)
  • Title: Asymptotic error distribution of the Euler method for nonlinear filtering
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Math-Fi seminar on 2 Oct.

2014.09.29 Mon up
  • Date : 2 Oct. (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30 – 18:00
  • Speaker: Bunyamin Kizildemir (Nanyang Technological University)
  • Title: Supermodular ordering of Poisson arrays

Math-Fi seminar on 11 Sep.

2014.09.08 Mon up
  • Date : 11 Sep. (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30 – 18:00
  • Speaker: Tran Loc Hung(University of Finance and Marketing, Ho Chi Minh city, Vietnam)
  • Title: On the rate of convergence in Renyi type limit　theorems for geometric sums

Math-Fi seminar on 2 Sep.

2014.08.28 Thu up
  • Date : 2 Sep. (Tue)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 15:00 – 16:30
  • Speaker: Tran Loc Hung(University of Finance and Marketing, Ho Chi Minh city, Vietnam)
  • Title: An approach method to Poisson　approximation and applications

Math-Fi seminar on 7 Aug.

2014.08.06 Wed up
  • Date : 7 Aug. (Thu)
  • Place: W.W. 7th-floor, 3rd lab. 
  • Title: Mathematical model of mortgage in consideration of risk factors
     
  • Time : 16:30 – 17:00 (preliminary on renewal process)
  • Speaker: Atsushi Naganawa (Ritsumeikan University)
     
  • Time : 17:00 – 17:30
  • Speaker: Keiichiro Uchida (Ritsumeikan University)

Math-Fi seminar on 25 Jul.

2014.07.17 Thu up
  • Date : 25 Jul. (Fri)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:00 – 18:40
  • Speaker: 鈴木 航介, 芳木 武仁, 原瀬　晋
　Gregory  Markowsky
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