Math-Finance seminar

Math-Fi seminar on 23 Nov.

2017.11.21 Tue up
  • Date: 23 Nov. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Masanori Koyama (Ritsumeikan university)
  • Title: TBA

Math-Fi seminar on 7 Nov.

2017.11.06 Mon up
  • Date: 7 Nov. (Tue.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Yong Hyun Shin (Seoul)
  • Title: Consumption and Portfolio Selection with Necessities and Luxuries

Math-Fi seminar on 2 Nov.

2017.10.31 Tue up
  • Date: 2 Nov.(Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Kanji Inui (Kyoto university)
  • Title: Discontinuity of energy density functions on Sierpinski gasket
  • Abstract: N-dimensional Sierpinski gasket is one of most important fractal. we consider energy density functions on it. Bell, Ho and Strichartz proved that this functions are discontinuous at every point if N = 2 [1]. I will talk about discontinuity of energy density functions on N-dimensional Sierpinski gasket.  
[1] R. Bell, C. W. Ho and R. S. Strichartz, Energy measures of harmonic functions on the Sierpiński gasket, Indiana Univ. Math. J. 63 (2014), 831–868
 

Math-Fi seminar on 12 Oct.

2017.10.03 Tue up
  • Date: 12 Oct. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • TIme: 16:30-18:00
  • Speaker: Roland Friedrich (Saarland University)
  • Title: Operads and Stochastic Calculus

Math-Fi seminar on 5 Oct.

2017.10.03 Tue up
  • Date: 5 Oct. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room.
  • Time: 16:30-18:00
  • Speaker: Dai Taguchi (Osaka university)
  • Title: Semi-implicit Euler-Maruyama approximation for non-colliding particle systems

Math-Fi seminar on 21 Sep.

2017.09.19 Tue up
  • Date: 21 Sep. (Thu.)
  • Place : W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Yuuki Ida (Ritsumeikan university)
  • Title: A Fractional PCOC.

Math-Fi seminar on 7 Sep.

2017.09.05 Tue up
  • Date: 7 Sep. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Makoto Yamazato (Tokyo Woman’s Christian university)
  • Title: リスク過程の破産確率について

Math-Fi seminar on 29 Aug.

2017.08.25 Fri up
  • Date: 29 Aug. (Tue.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 17:00-18:30
  • Speaker: Pham Hai Ha (Hochimin)
  • Title: Default Contagion with Domino Effect –A First Passage Approach

Math-Fi seminar on 24 Aug.

2017.08.22 Tue up
  • Date: 24 Aug. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Kevkhishvili Rusudan (Kyoto University)
  • Title: An Application of Time Reversal to Credit Risk Management

Math-Fi seminar on 27 Jul.

2017.07.24 Mon up
  • This seminar is canceled/postponed.

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