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Math-Finance seminar
» Apr 2016-Mar 2017
Apr 2016-Mar 2017
Math-Fi seminar on 16 Mar.
2017.03.13 Mon up
Date : 16 Mar. (Thu.)
Place: W.W. 6th-floor, Colloquium Room
Time : 16:30-18:00
Speaker: Tomooki Yuasa (Ritsumeikan university)
Title: Importance sampling for parametrix simulation method
Math-Fi seminar on 10 Mar.
2017.03.06 Mon up
Date : 10 Mar. (Fri.)
Place: W.W. 6th-floor, Colloquium Room
Time : 16:30-18:00
Speaker: Benjamin Poignard (Paris Dauphine University)
Title: Penalized M-estimators and the Sparse Group Lasso case: theory and applications.
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Math-Fi seminar on 2 Mar.
2017.03.01 Wed up
Date : 2 Mar. (Thu.)
Place: W.W. 6th-floor, Colloquium Room
Time : 16:30–18:00
Speaker: Takafumi Amaba (Ritsumeikan university)
Title: Small review of Sato’s theory and future work
Math-Fi seminar on 24 Feb.
2017.02.21 Tue up
Date : 24 Feb. (Fri.)
Place: W.W. 6th-floor, Colloquium Room
Time : 16:30-18:00
Speaker: Atsushi Takeuchi (Osaka city university)
Title: Malliavin calculus for marked Hawkes processes
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Math-Fi seminar on 26 Jan.
2017.01.25 Wed up
Date : 26 Jan. (Thu.)
Place: W.W. 6th-floor, Colloquium Room
Time : 16:30-18:00
Speaker: Keiichi Hori(Ritsumeikan University)
Title: Dynamic Contract and Discretionary Termination Policy under Loss Aversion
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Math-Fi seminar on 19 Jan.
2017.01.18 Wed up
Date : 19 Jan. (Thu.)
Place: W.W. 6th-floor, Colloquium Room
Time : 16:30-18:00
Speaker: Tetsuya Takabatake (Osaka University)
Title:
Statistical Inference for Fractional Stochastic Volatility Model
Math-Fi seminar on 15 Dec.
2016.12.13 Tue up
Date : 15 Dec. (Thu.)
Place: W.W. 6th-floor, Colloquium Room
Time : 16:30-18:00
Speaker: Izumi Okada(Tokyo Institute of Technology)
Title: 2次元整数格子上のランダムウォークの局所時間と対応するガウス場の関係性について
Math-Fi seminar on 8 Dec.
2016.12.07 Wed up
This seminar is canceled.
Math-Fi seminar on 24 Nov.
2016.11.21 Mon up
Date : 24 Nov. (Thu.)
Place: W.W. 6th-floor, Colloquium Room
Time :
16:30-18:00
Speaker:
Reiichiro Kawai (Sydney)
Title:
Computable Bounding Functions for Expectation, Boundary Value and Obstacle Problems
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Math-Fi seminar is on 17 Nov.
2016.11.16 Wed up
Date : 17 Nov. (Thu.)
Place: W.W. 6th-floor, Colloquium Room
Time : 16:30-18:00
Speaker: Yunxuan Liu (Monash University)
Title: TBA
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