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数理ファイナンスセミナー
Math-Fi seminar on 23 Jan.
2014.01.17 Fri up
Date : 23 Jan. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 17:30 (50 minute talk 10 minute question time)
Speaker: Xiaoming Song (Ritsumeikan University)
Title: Backward stochastic differential equations and Malliavin Calculus
Math-Fi seminar on 16 Jan.
2014.01.15 Wed up
The Mathematical Finance seminar will be held on Jan 16th (Thu),
which is a joint seminar with the colloquium of mathematical department.
Date: 16 Jan. (Thu)
Place: Prism House P 108
Time: 16:30 – 17:30
Speaker: Tai-Ho Wang (City University of New York)
Title: Implied volatility from local volatility: A path integral approach
abstract
Time: 17:40 – 18:40
Speaker: André Martinez (Università di Bologna)
Title: Optimal estimates for the Helmholtz resonator
abstract
Math-Fi seminar on 9 Jan.
2014.01.07 Tue up
Date : 9 Jan. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: Tomonori Nakatsu (Ritsumeikan University)
Title: Integration by parts formula for discrete and continuous time maximum of a one-dimensional SDE
≫ 続きを読む
Math-Fi seminar on 12 Dec.
2013.12.05 Thu up
Date : 12 Dec. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: TRAN Ngoc Khue (Université Paris 13)
Title: LAN property for SDE’s with jumps
Math-Fi seminar on 5 Dec.
2013.11.29 Fri up
Date : 5 Dec. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: Masaaki Tsuchiya (Kanazawa University)
Title: 放物型方程式の弱解に対する確率論的表現とその応用
Abstract
Math-Fi seminar on 28 Nov.
2013.11.21 Thu up
Date : 28 Nov. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 16:50
Speaker: Takuro Nishitani (Ritsumeikan University)
Title: Taylor method of initial value problem in diffusion
Time : 16:50 – 17:10
Speaker: Seiya Tateiri (Ritsumeikan University)
Title: Exact simulation of Multidimensional diffusion
Time : 17:10 – 17:30
Speaker: Yu Hyeri (Ritsumeikan University)
Title: A Dynamic Capital Growth Model with Uncertain Technological Changes
Time : 17:30 – 17:50
Speaker: Keiichiroh Uchida (Ritsumeikan University)
Title: On erthquake insurance
Time : 17:50 – 18:10
Speaker: Atsushi Naganawa (Ritsumeikan University)
Title: A diffusion approximation of a stochastic model of metastasis formation
Math-Fi seminar on 21 Nov.
2013.11.14 Thu up
Date : 21 Nov. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: Azmi Makhlouf (University of TUNIS EL MANAR)
Title: Delta and Delta-Gammma hedging error rate with irregular payoffs
Math-Fi seminar on 14 Nov.
2013.11.07 Thu up
Date : 14 Nov. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 17:00
Speaker: Ryo Akimoto (Ritsumeikan University)
Title: The Put-Call Symmetry Method by a Higher-Order Scheme
Time : 17:00 – 17:30
Speaker: Tsubasa Inoue (Ritsumeikan University)
Title: Wiener-Hopf Euler-Maruyama Scheme for Stochastic Differential Equations
Math-Fi seminar on 7 Nov.
2013.11.04 Mon up
Date : 7 Nov. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: Nobutaka Shimizu (Ritsumeikan University)
Title: Multidimensional Polynomial Euler Products and Lévy Measures
Math-Fi seminar on 24 Oct.
2013.10.19 Sat up
Date : 24 Oct. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: Vlad Bally (Universite Paris Est)
Title: Error estimate for Victoir Ninomiya approximation scheme
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