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Math-Finance seminar
» Apr 2012- Mar 2013
Apr 2012- Mar 2013
Math-Fi seminar on 28 Mar.
2013.03.25 Mon up
Date: 28 Mar. ( Thu )
Place: W.W. 7th-floor
Time: 16:30 — 18:00
Speaker: Jie-Yen Fan (Monash University)
Title: Mimicking Selfsimilar Processes
Math-Fi seminar on 21 Mar.
2013.03.18 Mon up
Date: 21 Mar. ( Thu )
Place: W.W. 7th-floor, 2nd lab.
Time: 16:30 — 18:00
Speaker: TRAN Ngoc Khue
Title: Introduction to local asymptotic normality (LAN) and local asymptotic mixed normality (LAN) properties
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Math-Fi seminar on 5 Mar.
2013.02.28 Thu up
Date: 5 Mar. ( Tue )
Place: W.W. 7th-floor, 2nd lab.
Time: 16:30 — 18:00
Speaker: Shigeki Aida
Title: Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces
Math-Fi seminar on 27 Feb.
2013.02.22 Fri up
Date: 27 Feb. ( Wed )
Place: W.W. 7th-floor
Time: 16:30 — 18:00
Speaker: Libo Li
Title: Introduction to enlargement of filtration and a new decomposition formula
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Math-Fi seminar on 21 Feb.
2013.02.15 Fri up
Date: 21 Feb. ( Thu )
Place: W.W. 7th-floor
Time: 16:30 — 18:00
Speaker: Nien-Lin Liu
Title: The Fourier estimation method based on discrete Fourier transform
Math-Fi seminar on 16 Feb.
2013.02.14 Thu up
Date: 16 Feb. ( Sat )
Place: W.W. 7th-floor
Time: 19:00 –
Speaker: Kaori Okuma
Title: Discrete-Time Clark Formula in View of Applications to Finance
Math-Fi seminar on 14 Feb.
2013.02.07 Thu up
Date: 14 Feb. ( Thu )
Place: W.W. 7th-floor
Time: 16:30 — 18:00
Speaker: Ngo Hoang Long
Title: Approximations of non-smooth integral type functionals of one dimensional diffusion processes
Math-Fi seminar on 31 Jan.
2013.01.23 Wed up
Date: 31 Jan. ( Thu )
Place: W.W. 7th-floor, 2nd lab.
Time: 16:30 — 17:30
Speaker: Kamae Teturo
Title: An easy criterion for randomness
Math-Fi seminar on 18 Jan.
2013.01.15 Tue up
This seminar is co-hosted with the Analysis Seminar.
Date: 18 Jan. ( Fri )
Place: W.W. 7th-floor
Time: 16:30 — 18:00
Speaker: Toshihiro Yamada
Title: A Closed-form approximation method for computational finance
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Math-Fi seminar on 10 Jan.
2013.01.07 Mon up
Date: 10 Jan. (Thu)
Place: W.W. 7th-floor
Time: 16:30 — 18:45
Speaker: Yasushi Ota, Atsushi Takeuchi
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Math-Finance seminar
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