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
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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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